-7.0%
DASH vs MCO
+36.1%
-43.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +1.5% |
| 7D | +0.4% | +2.4% | -2.0% | -1.3% |
| 30D | -6.0% | +12.5% | -18.5% | -15.1% |
| 3M | -15.8% | +7.1% | -22.9% | -20.5% |
| 6M | +7.0% | +13.2% | -6.3% | -4.4% |
| YTD | -20.7% | -0.4% | -20.3% | -21.3% |
| 1Y | -8.5% | +5.8% | -14.3% | -14.4% |
| 3Y | +101.8% | +55.4% | +46.4% | +16.2% |
| All | -7.0% | +36.1% | -43.0% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling