+16.5%
MCHP vs DASH
-11.9%
+28.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -17.5% | -10.2% | -7.3% | -16.1% |
| 30D | -15.8% | -8.2% | -7.6% | -14.6% |
| 3M | -22.9% | -15.9% | -6.9% | -21.4% |
| 6M | -36.6% | +13.3% | -49.9% | -38.0% |
| YTD | -0.8% | -21.3% | +20.5% | +4.5% |
| 1Y | +16.5% | -11.1% | +27.7% | +18.7% |
| All | +16.5% | -11.9% | +28.4% | +18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling