-5.1%
DASH vs MDB
+8.7%
-13.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -7.2% | -2.2% | -6.8% |
| 7D | +0.5% | -20.9% | +21.4% | +8.8% |
| 30D | -7.1% | -15.6% | +8.5% | -2.5% |
| 3M | -13.2% | -19.1% | +5.9% | -9.6% |
| 6M | +8.3% | +14.2% | -5.9% | -3.2% |
| YTD | -20.6% | -27.4% | +6.9% | -17.8% |
| 1Y | -24.4% | -13.0% | -11.4% | -27.7% |
| 3Y | +94.5% | -11.2% | +105.8% | +58.9% |
| 5Y | -9.4% | -45.2% | +35.7% | -22.2% |
| All | -5.1% | +8.7% | -13.8% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling