-5.1%
DASH vs MLM
+94.6%
-99.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.2% | -4.2% | -6.0% |
| 7D | +0.5% | -1.2% | +1.7% | +1.7% |
| 30D | -7.1% | +7.9% | -15.0% | -11.1% |
| 3M | -13.2% | -4.5% | -8.7% | -10.6% |
| 6M | +8.3% | -12.6% | +20.9% | +17.2% |
| YTD | -20.6% | -14.9% | -5.7% | -14.1% |
| 1Y | -24.4% | -13.1% | -11.3% | -19.6% |
| 3Y | +94.5% | +21.2% | +73.3% | +55.2% |
| 5Y | -9.4% | +32.0% | -41.4% | -36.7% |
| All | -5.1% | +94.6% | -99.7% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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