-11.1%
DASH vs MCO
+6.7%
-17.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.6% |
| 7D | -10.2% | -2.5% | -7.7% | -8.4% |
| 30D | -8.2% | +9.4% | -17.7% | -13.5% |
| 3M | -15.9% | +8.3% | -24.2% | -20.0% |
| 6M | +13.3% | +15.4% | -2.1% | +2.9% |
| YTD | -21.3% | +1.5% | -22.8% | -26.8% |
| 1Y | -11.1% | +5.4% | -16.5% | -16.6% |
| All | -11.1% | +6.7% | -17.8% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling