-9.4%
DASH vs MP
-13.9%
+4.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -6.0% | -3.4% | -8.1% |
| 7D | +0.5% | -19.0% | +19.5% | +5.0% |
| 30D | -7.1% | -30.5% | +23.4% | +0.1% |
| 3M | -13.2% | -29.6% | +16.4% | -7.4% |
| 6M | +8.3% | -50.4% | +58.7% | +22.8% |
| YTD | -20.6% | -33.2% | +12.7% | -17.6% |
| 1Y | -24.4% | -38.6% | +14.2% | -20.6% |
| 3Y | +94.5% | +105.5% | -11.0% | +13.0% |
| 5Y | -9.4% | -7.8% | -1.6% | -22.2% |
| All | -9.4% | -13.9% | +4.5% | -22.2% |
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