-5.9%
DASH vs MPC
+940.2%
-946.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.8% | -8.8% | +6.1% | -1.6% |
| 30D | -9.3% | -14.4% | +5.1% | -7.5% |
| 3M | -15.1% | +21.9% | -37.0% | -18.8% |
| 6M | +8.7% | +60.1% | -51.4% | -2.1% |
| YTD | -21.3% | +142.3% | -163.6% | -36.3% |
| 1Y | -12.7% | +101.7% | -114.4% | -26.1% |
| 3Y | +103.8% | +184.8% | -81.0% | +51.3% |
| 5Y | -16.8% | +564.6% | -581.4% | -51.8% |
| All | -5.9% | +940.2% | -946.2% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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