+104.6%
MRK vs DASH
-30.3%
+134.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.0% | -0.1% |
| 7D | 0.0% | -4.1% | +4.1% | 0.0% |
| 30D | +3.5% | -10.6% | +14.1% | +3.5% |
| 3M | +11.2% | -18.8% | +30.0% | +11.2% |
| 6M | +32.5% | +11.2% | +21.3% | +32.7% |
| YTD | +42.5% | -23.8% | +66.3% | +42.7% |
| 1Y | +65.4% | -12.2% | +77.6% | +65.6% |
| 3Y | +58.8% | +97.3% | -38.5% | +59.4% |
| All | +104.6% | -30.3% | +134.9% | +102.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling