-5.1%
DASH vs MMM
+58.6%
-63.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.2% | -6.2% | -8.0% |
| 7D | +0.5% | +5.9% | -5.4% | -1.6% |
| 30D | -7.1% | +14.7% | -21.8% | -12.1% |
| 3M | -13.2% | +3.6% | -16.8% | -14.5% |
| 6M | +8.3% | +32.7% | -24.4% | -4.0% |
| YTD | -20.6% | +18.9% | -39.5% | -27.0% |
| 1Y | -24.4% | +16.4% | -40.8% | -29.9% |
| 3Y | +94.5% | +159.8% | -65.3% | +20.4% |
| 5Y | -9.4% | +47.2% | -56.6% | -34.3% |
| All | -5.1% | +58.6% | -63.6% | -34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling