-5.9%
DASH vs MDT
+9.0%
-15.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.9% |
| 7D | -2.8% | +2.7% | -5.5% | -4.1% |
| 30D | -9.3% | +14.8% | -24.1% | -15.5% |
| 3M | -15.1% | +14.6% | -29.6% | -21.0% |
| 6M | +8.7% | +35.7% | -27.0% | -7.9% |
| YTD | -21.3% | +8.5% | -29.8% | -25.1% |
| 1Y | -12.7% | +13.3% | -25.9% | -19.2% |
| 3Y | +103.8% | +58.6% | +45.2% | +50.7% |
| 5Y | -16.8% | -2.6% | -14.2% | -24.0% |
| All | -5.9% | +9.0% | -15.0% | -16.2% |
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