+4.8%
DASH vs MPC
+948.6%
-943.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -8.1% | +16.4% | +9.5% |
| 7D | +17.2% | -10.9% | +28.1% | +18.9% |
| 30D | +3.6% | -9.4% | +13.0% | +4.5% |
| 3M | -1.9% | +26.0% | -27.8% | -6.9% |
| 6M | +15.1% | +56.5% | -41.4% | +4.0% |
| YTD | -12.3% | +144.3% | -156.6% | -29.2% |
| 1Y | -17.2% | +117.2% | -134.5% | -31.4% |
| 3Y | +114.7% | +176.3% | -61.6% | +61.0% |
| 5Y | -4.3% | +590.5% | -594.8% | -45.2% |
| All | +4.8% | +948.6% | -943.8% | -54.0% |
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