-9.5%
DASH vs MDB
+19.3%
-28.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | -4.5% | +6.8% | -11.4% | -6.8% |
| 30D | -6.8% | -6.2% | -0.6% | -5.9% |
| 3M | -20.7% | -29.2% | +8.5% | -12.8% |
| 6M | +15.1% | +10.3% | +4.8% | +4.7% |
| YTD | -24.3% | -20.4% | -3.9% | -24.2% |
| 1Y | -12.1% | -4.8% | -7.3% | -18.6% |
| 3Y | +91.1% | -11.6% | +102.6% | +58.5% |
| 5Y | -30.3% | -41.0% | +10.8% | -41.6% |
| All | -9.5% | +19.3% | -28.8% | -40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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