+7.4%
DASH vs MTB
+101.8%
-94.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.6% |
| 7D | -10.6% | +1.7% | -12.3% | -11.2% |
| 30D | +2.2% | -4.2% | +6.3% | +3.9% |
| 3M | +32.3% | +8.9% | +23.4% | +27.3% |
| 6M | +19.1% | +10.9% | +8.2% | +13.5% |
| YTD | -6.5% | +21.5% | -28.0% | -14.2% |
| 1Y | -14.9% | +21.9% | -36.8% | -22.2% |
| 3Y | +151.9% | +109.2% | +42.7% | +80.4% |
| All | +7.4% | +101.8% | -94.4% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling