+19.3%
MCHP vs DASH
+16.3%
+3.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.1% | +2.8% |
| 7D | +1.7% | -10.6% | +12.3% | +4.9% |
| 30D | -4.1% | +2.2% | -6.2% | -4.9% |
| 3M | -22.5% | +32.3% | -54.8% | -29.1% |
| 6M | +7.3% | +19.1% | -11.8% | +0.1% |
| YTD | +18.4% | -6.5% | +24.9% | +18.1% |
| 1Y | +18.1% | -14.9% | +33.0% | +20.1% |
| 3Y | -2.8% | +151.9% | -154.7% | -28.6% |
| 5Y | +5.5% | +9.4% | -4.0% | -17.5% |
| All | +19.3% | +16.3% | +3.0% | -9.9% |
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