-9.4%
DASH vs MDLN
-0.9%
-8.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.2% | -0.1% | -4.5% |
| 7D | -11.2% | -1.2% | -10.0% | -10.9% |
| 30D | -7.3% | -1.5% | -5.8% | -7.1% |
| 3M | +31.4% | +2.6% | +28.8% | +31.1% |
| 6M | +11.9% | -20.9% | +32.7% | +15.0% |
| YTD | -11.5% | -17.4% | +5.9% | -8.9% |
| All | -9.4% | -0.9% | -8.5% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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