-9.5%
DASH vs MTB
+107.1%
-116.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.9% |
| 7D | -4.5% | +1.5% | -6.1% | -5.1% |
| 30D | -6.8% | +2.3% | -9.1% | -7.4% |
| 3M | -20.7% | -12.1% | -8.6% | -16.8% |
| 6M | +15.1% | +9.8% | +5.2% | +10.8% |
| YTD | -24.3% | +12.0% | -36.3% | -27.6% |
| 1Y | -12.1% | +22.0% | -34.2% | -18.8% |
| 3Y | +91.1% | +107.6% | -16.6% | +43.8% |
| 5Y | -30.3% | +61.9% | -92.1% | -42.3% |
| All | -9.5% | +107.1% | -116.6% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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