+53.4%
MRK vs DASH
+152.1%
-98.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -1.3% |
| 7D | +1.3% | -10.6% | +11.9% | +1.3% |
| 30D | +17.1% | +2.2% | +15.0% | +17.2% |
| 3M | +25.9% | +32.3% | -6.4% | +26.3% |
| 6M | +26.8% | +19.1% | +7.7% | +27.2% |
| YTD | +44.9% | -6.5% | +51.4% | +45.7% |
| 1Y | +84.8% | -14.9% | +99.7% | +85.9% |
| All | +53.4% | +152.1% | -98.7% | +53.5% |
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