-2.9%
MCHP vs DASH
-2.1%
-0.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.5% |
| 7D | -22.6% | -2.8% | -19.8% | -21.8% |
| 30D | -20.1% | -9.3% | -10.9% | -18.1% |
| 3M | -25.4% | -15.1% | -10.4% | -22.4% |
| 6M | -38.4% | +8.7% | -47.2% | -41.0% |
| YTD | -3.7% | -21.3% | +17.6% | +0.5% |
| 1Y | +11.7% | -12.7% | +24.4% | +12.6% |
| 3Y | -16.1% | +103.8% | -119.9% | -34.6% |
| 5Y | -16.9% | -16.8% | -0.1% | -30.6% |
| All | -2.9% | -2.1% | -0.9% | -23.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling