-1.1%
MCHP vs DASH
-0.6%
-0.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +5.2% |
| 7D | -19.2% | -4.8% | -14.4% | -18.0% |
| 30D | -18.6% | -7.9% | -10.7% | -16.8% |
| 3M | -26.9% | -16.3% | -10.6% | -23.6% |
| 6M | -37.2% | +10.4% | -47.6% | -40.1% |
| YTD | -1.8% | -20.1% | +18.3% | +2.0% |
| 1Y | +12.1% | -11.4% | +23.6% | +12.6% |
| 3Y | -10.0% | +114.1% | -124.1% | -30.7% |
| 5Y | -17.3% | -5.8% | -11.5% | -32.7% |
| All | -1.1% | -0.6% | -0.5% | -22.2% |
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