-5.1%
DASH vs MCK
+344.9%
-350.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -12.8% | -3.6% | -9.2% | -12.9% |
| 30D | -6.0% | +1.4% | -7.5% | -5.9% |
| 3M | +26.7% | +13.8% | +12.9% | +27.5% |
| 6M | +11.7% | -5.2% | +16.8% | +11.0% |
| YTD | -12.9% | +9.0% | -21.9% | -12.3% |
| 1Y | -23.1% | +26.9% | -50.0% | -22.3% |
| 3Y | +140.0% | +114.7% | +25.3% | +142.7% |
| 5Y | -5.1% | +347.1% | -352.2% | -24.8% |
| All | -5.1% | +344.9% | -350.0% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling