+5.8%
DASH vs MDT
-1.7%
+7.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.9% | -3.4% | -4.3% |
| 7D | -11.2% | +0.4% | -11.6% | -11.4% |
| 30D | -7.3% | +6.0% | -13.3% | -10.2% |
| 3M | +31.4% | +15.5% | +15.9% | +21.5% |
| 6M | +11.9% | +3.4% | +8.5% | +9.6% |
| YTD | -11.5% | -2.2% | -9.3% | -11.1% |
| 1Y | -20.0% | +2.6% | -22.6% | -22.1% |
| 3Y | +143.9% | +27.5% | +116.4% | +104.5% |
| 5Y | -0.2% | -20.1% | +19.8% | -3.0% |
| All | +5.8% | -1.7% | +7.4% | -0.6% |
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