+7.4%
DASH vs MMM
+24.5%
-17.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.8% | -4.7% |
| 7D | -10.6% | -3.3% | -7.2% | -9.1% |
| 30D | +2.2% | -7.0% | +9.2% | +5.6% |
| 3M | +32.3% | +10.8% | +21.5% | +25.9% |
| 6M | +19.1% | +5.8% | +13.3% | +15.4% |
| YTD | -6.5% | +6.8% | -13.3% | -10.7% |
| 1Y | -14.9% | +10.4% | -25.3% | -20.5% |
| 3Y | +151.9% | +104.7% | +47.3% | +62.4% |
| All | +7.4% | +24.5% | -17.1% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 5y: compounded portfolio wealth divided by compounded MMM 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…
5y analysis · Full analysis span regression · 6 months rolling