-12.1%
DASH vs MKC
-25.8%
+13.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.7% |
| 7D | -4.5% | -3.0% | -1.6% | -4.3% |
| 30D | -6.8% | +4.8% | -11.6% | -6.5% |
| 3M | -20.7% | -12.8% | -7.9% | -20.9% |
| 6M | +15.1% | +5.0% | +10.0% | +18.1% |
| YTD | -24.3% | -29.1% | +4.8% | -32.4% |
| 1Y | -12.1% | -26.4% | +14.3% | -17.6% |
| All | -12.1% | -25.8% | +13.6% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling