+40.4%
MXL vs DKS
+13.6%
+26.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.4% | +6.1% | +7.0% |
| 7D | +18.9% | -3.0% | +21.8% | +20.1% |
| 30D | +0.3% | -33.4% | +33.7% | +14.6% |
| 3M | -8.0% | -39.4% | +31.3% | +7.5% |
| 6M | +341.2% | -30.1% | +371.3% | +376.5% |
| YTD | +327.8% | -31.0% | +358.8% | +365.8% |
| 1Y | +364.9% | -40.2% | +405.1% | +443.8% |
| 3Y | +229.2% | +30.9% | +198.3% | +150.4% |
| All | +40.4% | +13.6% | +26.8% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling