+124.1%
MRK vs DASH
-2.1%
+126.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | +2.3% | -2.8% | +5.1% | +2.3% |
| 30D | +1.7% | -9.3% | +11.0% | +1.6% |
| 3M | +13.8% | -15.1% | +28.8% | +13.6% |
| 6M | +34.7% | +8.7% | +25.9% | +34.9% |
| YTD | +43.6% | -21.3% | +64.9% | +43.6% |
| 1Y | +75.7% | -12.7% | +88.3% | +75.8% |
| 3Y | +60.0% | +103.8% | -43.8% | +61.4% |
| 5Y | +105.4% | -16.8% | +122.2% | +104.9% |
| All | +124.1% | -2.1% | +126.2% | +125.1% |
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