+908.0%
MUU vs DASH
+26.1%
+881.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.4% | -9.4% | -25.0% | -29.5% |
| 7D | -53.2% | +0.5% | -53.7% | -52.8% |
| 30D | -64.1% | -7.1% | -57.0% | -62.5% |
| 3M | -54.1% | -13.2% | -40.9% | -51.0% |
| 6M | -37.7% | +8.3% | -45.9% | -45.6% |
| YTD | +153.4% | -20.6% | +173.9% | +186.4% |
| 1Y | +237.5% | -24.4% | +261.9% | +289.8% |
| All | +908.0% | +26.1% | +881.9% | +358.9% |
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 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