-2.8%
DASH vs MULL
+1,230.7%
-1,233.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.2% | +4.5% | -0.4% |
| 7D | -4.5% | +24.5% | -29.1% | -5.7% |
| 30D | -6.8% | -35.5% | +28.7% | -5.7% |
| 3M | -20.7% | -44.8% | +24.1% | -19.6% |
| 6M | +15.1% | -45.5% | +60.5% | +11.7% |
| YTD | -24.3% | +232.5% | -256.8% | -42.2% |
| 1Y | -12.1% | +343.3% | -355.4% | -36.5% |
| All | -2.8% | +1,230.7% | -1,233.5% | -49.1% |
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