+53.5%
MCD vs DASH
+9.1%
+44.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +8.3% | -1.8% | +6.1% |
| 7D | +11.9% | +17.2% | -5.3% | +11.0% |
| 30D | +20.2% | +3.6% | +16.7% | +20.0% |
| 3M | +5.2% | -1.9% | +7.0% | +5.2% |
| 6M | 0.0% | +15.1% | -15.1% | -0.8% |
| YTD | -6.5% | -12.3% | +5.8% | -6.3% |
| 1Y | -3.9% | -17.2% | +13.3% | -3.6% |
| 3Y | +12.5% | +114.7% | -102.3% | +7.4% |
| 5Y | +24.2% | -4.3% | +28.5% | +16.8% |
| All | +53.5% | +9.1% | +44.4% | +44.4% |
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