-5.2%
DASH vs MLM
+91.1%
-96.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +1.1% |
| 7D | +0.4% | -4.1% | +4.5% | +3.6% |
| 30D | -6.0% | +8.2% | -14.2% | -10.3% |
| 3M | -15.8% | -3.6% | -12.2% | -13.7% |
| 6M | +7.0% | -15.6% | +22.5% | +18.4% |
| YTD | -20.7% | -16.4% | -4.2% | -13.2% |
| 1Y | -8.5% | -14.3% | +5.8% | -1.9% |
| 3Y | +101.8% | +19.3% | +82.5% | +62.6% |
| 5Y | -9.6% | +29.6% | -39.2% | -36.1% |
| All | -5.2% | +91.1% | -96.3% | -43.4% |
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