+92.2%
DASH vs MCK
+132.6%
-40.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | -4.1% | +0.5% | -4.6% | -4.1% |
| 30D | -10.6% | +12.0% | -22.6% | -10.5% |
| 3M | -18.8% | +22.7% | -41.5% | -18.3% |
| 6M | +11.2% | +46.9% | -35.7% | +13.5% |
| YTD | -23.8% | +31.7% | -55.5% | -22.5% |
| 1Y | -12.2% | +28.6% | -40.8% | -10.8% |
| All | +92.2% | +132.6% | -40.3% | +116.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling