-4.5%
DASH vs MDB
+16.9%
-21.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | -0.9% |
| 7D | -4.8% | -0.9% | -3.9% | -4.5% |
| 30D | -7.9% | -15.2% | +7.3% | -3.5% |
| 3M | -16.3% | -17.9% | +1.6% | -13.1% |
| 6M | +10.4% | +9.3% | +1.1% | +0.7% |
| YTD | -20.1% | -22.0% | +1.9% | -19.4% |
| 1Y | -11.4% | -9.3% | -2.1% | -16.4% |
| 3Y | +114.1% | -10.4% | +124.5% | +76.1% |
| 5Y | -5.8% | -43.2% | +37.5% | -20.1% |
| All | -4.5% | +16.9% | -21.4% | -36.4% |
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