+114.1%
DASH vs MTB
+103.9%
+10.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.2% |
| 7D | -4.8% | -0.8% | -4.0% | -4.4% |
| 30D | -7.9% | +2.4% | -10.3% | -8.6% |
| 3M | -16.3% | -10.5% | -5.8% | -12.8% |
| 6M | +10.4% | +6.4% | +4.0% | +7.5% |
| YTD | -20.1% | +12.8% | -32.9% | -24.0% |
| 1Y | -11.4% | +23.3% | -34.7% | -18.7% |
| 3Y | +114.1% | +108.2% | +5.8% | +68.9% |
| All | +114.1% | +103.9% | +10.2% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling