+11.7%
DASH vs MPC
+938.5%
-926.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.7% |
| 7D | -10.6% | +5.4% | -16.0% | -11.4% |
| 30D | +2.2% | +31.0% | -28.8% | -2.8% |
| 3M | +32.3% | +46.0% | -13.8% | +22.7% |
| 6M | +19.1% | +77.3% | -58.2% | +5.1% |
| YTD | -6.5% | +141.9% | -148.4% | -23.6% |
| 1Y | -14.9% | +120.9% | -135.8% | -29.2% |
| 3Y | +151.9% | +182.7% | -30.7% | +88.8% |
| 5Y | +9.4% | +646.4% | -637.0% | -37.9% |
| All | +11.7% | +938.5% | -926.8% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling