+822.0%
MU vs DASH
-12.0%
+833.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -9.4% | -8.1% | -14.9% |
| 7D | -29.7% | +0.5% | -30.3% | -29.9% |
| 30D | -37.2% | -7.1% | -30.1% | -36.1% |
| 3M | -26.5% | -13.2% | -13.3% | -24.3% |
| 6M | +2.6% | +8.3% | -5.7% | -2.6% |
| YTD | +130.1% | -20.6% | +150.7% | +138.0% |
| 1Y | +176.7% | -24.4% | +201.1% | +188.3% |
| 3Y | +813.1% | +94.5% | +718.6% | +610.4% |
| 5Y | +822.0% | -9.4% | +831.4% | +556.9% |
| All | +822.0% | -12.0% | +833.9% | +556.9% |
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