+4.1%
DASH vs MCO
+78.6%
-74.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.4% |
| 7D | -12.8% | -3.1% | -9.7% | -10.5% |
| 30D | -6.0% | -0.5% | -5.5% | -5.5% |
| 3M | +26.7% | +5.7% | +21.0% | +20.5% |
| 6M | +11.7% | +3.0% | +8.7% | +8.8% |
| YTD | -12.9% | -6.5% | -6.4% | -9.0% |
| 1Y | -23.1% | -5.8% | -17.3% | -21.1% |
| 3Y | +140.0% | +43.1% | +96.9% | +58.7% |
| 5Y | -5.1% | +29.5% | -34.5% | -38.7% |
| All | +4.1% | +78.6% | -74.5% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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