-2.2%
DASH vs MULL
+1,303.2%
-1,305.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.3% | +0.1% | -3.0% |
| 7D | -4.1% | +43.3% | -47.4% | -5.9% |
| 30D | -10.6% | -37.4% | +26.8% | -9.4% |
| 3M | -18.8% | -36.8% | +18.1% | -18.2% |
| 6M | +11.2% | -36.9% | +48.1% | +6.8% |
| YTD | -23.8% | +250.7% | -274.5% | -42.0% |
| 1Y | -12.2% | +337.6% | -349.8% | -36.1% |
| All | -2.2% | +1,303.2% | -1,305.4% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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