-7.0%
DASH vs MTB
+63.3%
-70.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | +0.4% | -1.3% | +1.7% | +1.1% |
| 30D | -6.0% | +0.5% | -6.6% | -6.1% |
| 3M | -15.8% | -12.4% | -3.4% | -10.9% |
| 6M | +7.0% | +1.5% | +5.5% | +6.0% |
| YTD | -20.7% | +10.3% | -31.0% | -24.2% |
| 1Y | -8.5% | +22.2% | -30.7% | -16.5% |
| 3Y | +101.8% | +96.9% | +4.8% | +47.4% |
| All | -7.0% | +63.3% | -70.3% | -25.7% |
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