+22.6%
MCD vs DASH
-12.0%
+34.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.4% | +8.6% | -0.2% |
| 7D | +8.0% | +0.5% | +7.5% | +8.0% |
| 30D | +19.6% | -7.1% | +26.7% | +20.0% |
| 3M | +2.2% | -13.2% | +15.4% | +2.9% |
| 6M | -1.1% | +8.3% | -9.4% | -1.7% |
| YTD | -7.2% | -20.6% | +13.3% | -6.5% |
| 1Y | -6.7% | -24.4% | +17.7% | -5.8% |
| 3Y | +11.6% | +94.5% | -82.9% | +5.5% |
| 5Y | +22.6% | -9.4% | +32.1% | +13.5% |
| All | +22.6% | -12.0% | +34.6% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling