+226.4%
MU vs DASH
-14.2%
+240.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.6% |
| 7D | +21.6% | -4.1% | +25.7% | +21.6% |
| 30D | -16.2% | -10.6% | -5.6% | -15.5% |
| 3M | -12.4% | -18.8% | +6.4% | -11.8% |
| 6M | +4.2% | +11.2% | -7.0% | +3.7% |
| YTD | +180.0% | -23.8% | +203.8% | +204.2% |
| 1Y | +226.4% | -12.2% | +238.6% | +231.1% |
| All | +226.4% | -14.2% | +240.6% | +231.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling