+8,890.8%
DHI vs MCO
+7,404.7%
+1,486.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +0.8% |
| 7D | -3.4% | -3.8% | +0.4% | -1.4% |
| 30D | -5.4% | -0.4% | -5.0% | -5.2% |
| 3M | -10.4% | +7.7% | -18.2% | -14.2% |
| 6M | -2.8% | +7.0% | -9.8% | -6.7% |
| YTD | -3.4% | -6.4% | +3.0% | -1.8% |
| 1Y | -22.9% | -7.6% | -15.3% | -21.3% |
| 3Y | +20.7% | +43.2% | -22.5% | -4.4% |
| 5Y | +62.1% | +29.6% | +32.6% | +34.3% |
| 10Y | +410.4% | +389.2% | +21.2% | +106.9% |
| All | +8,890.8% | +7,404.7% | +1,486.1% | +1,103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 all: compounded portfolio wealth divided by compounded MCO 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…
all analysis · Full analysis span regression · 6 months rolling