-5.2%
DASH vs MUB
+4.6%
-9.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.4% |
| 7D | +0.4% | +0.7% | -0.3% | -1.3% |
| 30D | -6.0% | +4.4% | -10.4% | -14.9% |
| 3M | -15.8% | -0.2% | -15.6% | -15.3% |
| 6M | +7.0% | -0.6% | +7.6% | +8.9% |
| YTD | -20.7% | +0.3% | -21.0% | -20.9% |
| 1Y | -8.5% | +0.8% | -9.3% | -9.7% |
| 3Y | +101.8% | +12.0% | +89.8% | +39.5% |
| 5Y | -9.6% | +3.4% | -13.0% | -6.4% |
| All | -5.2% | +4.6% | -9.8% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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