-16.2%
MCHP vs DASH
+94.3%
-110.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.0% | -0.1% | -9.9% | -10.0% |
| 7D | -24.6% | +0.4% | -24.9% | -24.6% |
| 30D | -25.2% | -6.0% | -19.2% | -23.9% |
| 3M | -21.1% | -15.8% | -5.3% | -17.3% |
| 6M | -42.7% | +7.0% | -49.6% | -45.2% |
| YTD | -6.9% | -20.7% | +13.8% | -1.0% |
| 1Y | +0.9% | -8.5% | +9.4% | +0.3% |
| 3Y | -16.2% | +101.8% | -118.0% | -42.8% |
| All | -16.2% | +94.3% | -110.5% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling