-4.3%
DASH vs MP
+2.3%
-6.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -5.1% | +13.4% | +9.4% |
| 7D | +17.2% | -12.5% | +29.7% | +20.3% |
| 30D | +3.6% | -23.3% | +26.9% | +9.2% |
| 3M | -1.9% | -24.4% | +22.5% | +3.1% |
| 6M | +15.1% | -45.8% | +60.8% | +27.8% |
| YTD | -12.3% | -28.9% | +16.6% | -10.3% |
| 1Y | -17.2% | -34.6% | +17.4% | -14.3% |
| 3Y | +114.7% | +118.7% | -4.0% | +22.9% |
| 5Y | -4.3% | -3.1% | -1.2% | -19.0% |
| All | -4.3% | +2.3% | -6.6% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling