+40.0%
MCD vs DASH
+16.3%
+23.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.3% |
| 7D | -2.8% | -10.6% | +7.7% | -2.4% |
| 30D | -6.0% | +2.2% | -8.2% | -6.1% |
| 3M | -5.6% | +32.3% | -37.9% | -6.7% |
| 6M | -21.9% | +19.1% | -41.0% | -22.6% |
| YTD | -14.7% | -6.5% | -8.2% | -14.7% |
| 1Y | -17.3% | -14.9% | -2.4% | -17.1% |
| 3Y | -2.2% | +151.9% | -154.1% | -7.2% |
| 5Y | +20.3% | +9.4% | +10.8% | +12.9% |
| All | +40.0% | +16.3% | +23.7% | +31.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling