+11.7%
DASH vs MDT
+0.2%
+11.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.8% | -5.2% |
| 7D | -10.6% | +3.2% | -13.8% | -12.1% |
| 30D | +2.2% | +9.5% | -7.4% | -2.8% |
| 3M | +32.3% | +16.0% | +16.3% | +22.0% |
| 6M | +19.1% | +0.2% | +18.9% | +18.5% |
| YTD | -6.5% | -0.3% | -6.2% | -7.0% |
| 1Y | -14.9% | +4.7% | -19.6% | -18.0% |
| 3Y | +151.9% | +26.5% | +125.4% | +112.5% |
| 5Y | +9.4% | -18.2% | +27.6% | +5.3% |
| All | +11.7% | +0.2% | +11.5% | +3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling