-9.3%
MCD vs DASH
-13.3%
+4.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.5% |
| 7D | -1.6% | -4.5% | +2.9% | -1.2% |
| 30D | +14.1% | -6.8% | +20.9% | +14.7% |
| 3M | +0.6% | -20.7% | +21.3% | +2.0% |
| 6M | 0.0% | +15.1% | -15.0% | +0.4% |
| YTD | -9.3% | -24.3% | +15.0% | -8.9% |
| 1Y | -9.3% | -12.1% | +2.8% | -9.0% |
| All | -9.3% | -13.3% | +4.0% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 1y: compounded portfolio wealth divided by compounded DASH 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…
1y analysis · Full analysis span regression · 6 months rolling