+140.7%
DASH vs MCK
+114.1%
+26.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.3% | -5.5% |
| 7D | -11.2% | -1.9% | -9.2% | -11.3% |
| 30D | -7.3% | +2.4% | -9.7% | -7.1% |
| 3M | +31.4% | +16.1% | +15.3% | +33.5% |
| 6M | +11.9% | -3.1% | +14.9% | +10.9% |
| YTD | -11.5% | +8.7% | -20.2% | -10.1% |
| 1Y | -20.0% | +28.1% | -48.1% | -17.4% |
| All | +140.7% | +114.1% | +26.5% | +194.2% |
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