+4.8%
DASH vs MP
+30.9%
-26.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -5.1% | +13.4% | +9.4% |
| 7D | +17.2% | -12.5% | +29.7% | +20.4% |
| 30D | +3.6% | -23.3% | +26.9% | +9.3% |
| 3M | -1.9% | -24.4% | +22.5% | +3.2% |
| 6M | +15.1% | -45.8% | +60.8% | +28.0% |
| YTD | -12.3% | -28.9% | +16.6% | -10.2% |
| 1Y | -17.2% | -34.6% | +17.4% | -14.1% |
| 3Y | +114.7% | +118.7% | -4.0% | +30.5% |
| 5Y | -4.3% | -3.1% | -1.2% | -22.8% |
| All | +4.8% | +30.9% | -26.1% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling