+52.3%
MCD vs DASH
-1.1%
+53.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.4% | +8.6% | -0.3% |
| 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% | +2.8% |
| 6M | -1.1% | +8.3% | -9.4% | -1.6% |
| YTD | -7.2% | -20.6% | +13.3% | -6.6% |
| 1Y | -6.7% | -24.4% | +17.7% | -6.0% |
| 3Y | +11.6% | +94.5% | -82.9% | +7.1% |
| 5Y | +22.6% | -9.4% | +32.1% | +15.8% |
| All | +52.3% | -1.1% | +53.4% | +43.9% |
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