+11.7%
DASH vs MLM
+89.8%
-78.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.1% | -5.8% | -5.4% |
| 7D | -10.6% | -2.9% | -7.7% | -8.9% |
| 30D | +2.2% | -6.8% | +9.0% | +6.7% |
| 3M | +32.3% | -11.2% | +43.5% | +41.6% |
| 6M | +19.1% | -21.8% | +41.0% | +37.9% |
| YTD | -6.5% | -17.0% | +10.5% | +2.5% |
| 1Y | -14.9% | -16.4% | +1.5% | -7.6% |
| 3Y | +151.9% | +14.5% | +137.5% | +108.4% |
| 5Y | +9.4% | +41.7% | -32.3% | -24.8% |
| All | +11.7% | +89.8% | -78.1% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling