+7.4%
DASH vs MKC
-33.7%
+41.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.7% | -4.5% |
| 7D | -10.6% | -5.9% | -4.7% | -9.8% |
| 30D | +2.2% | -0.9% | +3.0% | +2.3% |
| 3M | +32.3% | +12.7% | +19.5% | +30.3% |
| 6M | +19.1% | -19.3% | +38.4% | +22.1% |
| YTD | -6.5% | -22.2% | +15.6% | -4.0% |
| 1Y | -14.9% | -23.3% | +8.4% | -12.4% |
| 3Y | +151.9% | -30.0% | +181.9% | +161.9% |
| All | +7.4% | -33.7% | +41.1% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling