-29.3%
DASH vs MKC
-35.5%
+6.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.8% |
| 7D | -4.5% | -3.0% | -1.6% | -4.1% |
| 30D | -6.8% | +4.8% | -11.6% | -7.2% |
| 3M | -20.7% | -12.8% | -7.9% | -19.3% |
| 6M | +15.1% | +5.0% | +10.0% | +14.7% |
| YTD | -24.3% | -29.1% | +4.8% | -21.5% |
| 1Y | -12.1% | -26.4% | +14.3% | -9.6% |
| 3Y | +91.1% | -21.6% | +112.7% | +90.8% |
| All | -29.3% | -35.5% | +6.2% | -15.9% |
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