+4.8%
DASH vs MLM
+105.2%
-100.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +6.0% | +6.8% |
| 7D | +17.2% | +9.1% | +8.0% | +11.0% |
| 30D | +3.6% | +14.6% | -11.1% | -5.0% |
| 3M | -1.9% | +0.3% | -2.2% | -2.3% |
| 6M | +15.1% | -7.5% | +22.5% | +19.6% |
| YTD | -12.3% | -10.2% | -2.1% | -8.6% |
| 1Y | -17.2% | -10.5% | -6.7% | -13.7% |
| 3Y | +114.7% | +27.8% | +86.9% | +65.1% |
| 5Y | -4.3% | +38.9% | -43.2% | -35.5% |
| All | +4.8% | +105.2% | -100.4% | -40.4% |
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 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