-9.5%
DASH vs MDT
+10.4%
-19.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.6% |
| 7D | -4.5% | +1.0% | -5.6% | -5.1% |
| 30D | -6.8% | +9.2% | -16.0% | -10.8% |
| 3M | -20.7% | +14.5% | -35.2% | -26.2% |
| 6M | +15.1% | +37.3% | -22.3% | -3.1% |
| YTD | -24.3% | +9.8% | -34.1% | -28.4% |
| 1Y | -12.1% | +10.5% | -22.7% | -17.5% |
| 3Y | +91.1% | +57.4% | +33.6% | +42.1% |
| 5Y | -30.3% | +1.2% | -31.4% | -36.8% |
| All | -9.5% | +10.4% | -19.9% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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