+153.0%
DASH vs MLM
+15.1%
+137.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.8% | -5.1% |
| 7D | -10.6% | -2.9% | -7.7% | -9.4% |
| 30D | +2.2% | -6.8% | +9.0% | +5.3% |
| 3M | +32.3% | -11.2% | +43.5% | +38.9% |
| 6M | +19.1% | -21.8% | +41.0% | +32.3% |
| YTD | -6.5% | -17.0% | +10.5% | -0.3% |
| 1Y | -14.9% | -16.4% | +1.5% | -9.9% |
| All | +153.0% | +15.1% | +137.9% | +118.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling