-5.2%
DASH vs MDB
+11.7%
-16.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -1.1% |
| 7D | +0.4% | -11.4% | +11.7% | +4.5% |
| 30D | -6.0% | -13.8% | +7.8% | -2.1% |
| 3M | -15.8% | -15.5% | -0.3% | -13.6% |
| 6M | +7.0% | +17.9% | -11.0% | -5.5% |
| YTD | -20.7% | -25.5% | +4.8% | -18.7% |
| 1Y | -8.5% | -12.1% | +3.5% | -12.7% |
| 3Y | +101.8% | -5.9% | +107.7% | +60.7% |
| 5Y | -9.6% | -43.7% | +34.1% | -23.0% |
| All | -5.2% | +11.7% | -16.9% | -35.8% |
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