-22.4%
DASH vs MCK
+25.1%
-47.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.6% | -2.9% | -1.7% | -4.8% |
| 30D | -5.0% | +0.4% | -5.4% | -4.9% |
| 3M | +30.6% | +12.1% | +18.5% | +32.2% |
| 6M | +19.2% | -5.4% | +24.6% | +16.1% |
| YTD | -10.8% | +7.8% | -18.6% | -8.4% |
| 1Y | -22.4% | +22.9% | -45.3% | -20.0% |
| All | -22.4% | +25.1% | -47.5% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling