-5.9%
DASH vs MTB
+106.6%
-112.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.1% |
| 7D | -2.8% | -0.7% | -2.1% | -2.4% |
| 30D | -9.3% | +1.4% | -10.7% | -9.6% |
| 3M | -15.1% | -11.6% | -3.5% | -11.0% |
| 6M | +8.7% | +5.4% | +3.3% | +6.4% |
| YTD | -21.3% | +11.7% | -33.0% | -24.7% |
| 1Y | -12.7% | +20.5% | -33.2% | -18.9% |
| 3Y | +103.8% | +104.5% | -0.7% | +54.2% |
| 5Y | -16.8% | +65.1% | -81.9% | -31.4% |
| All | -5.9% | +106.6% | -112.6% | -26.5% |
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