-7.0%
DASH vs MMM
+44.4%
-51.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.5% |
| 7D | +0.4% | +6.2% | -5.8% | -2.1% |
| 30D | -6.0% | +14.2% | -20.3% | -11.5% |
| 3M | -15.8% | +2.9% | -18.7% | -16.9% |
| 6M | +7.0% | +27.6% | -20.6% | -4.7% |
| YTD | -20.7% | +17.3% | -37.9% | -27.4% |
| 1Y | -8.5% | +15.1% | -23.6% | -15.6% |
| 3Y | +101.8% | +157.1% | -55.3% | +14.6% |
| All | -7.0% | +44.4% | -51.4% | -30.3% |
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