+6.1%
DASH vs MCK
+404.1%
-398.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +1.9% |
| 7D | -9.4% | -4.4% | -5.0% | -9.6% |
| 30D | -5.2% | -2.2% | -3.0% | -5.2% |
| 3M | +33.1% | +11.6% | +21.6% | +33.7% |
| 6M | +18.3% | -4.9% | +23.2% | +17.8% |
| YTD | -11.2% | +7.7% | -18.9% | -10.7% |
| 1Y | -21.9% | +25.2% | -47.1% | -21.3% |
| 3Y | +144.7% | +112.1% | +32.5% | +146.2% |
| 5Y | -4.4% | +345.8% | -350.3% | -13.0% |
| All | +6.1% | +404.1% | -398.0% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 10y: compounded portfolio wealth divided by compounded MCK 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…
10y analysis · Full analysis span regression · 6 months rolling