+11,006.3%
DHI vs MDY
+2,611.4%
+8,394.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +0.8% |
| 7D | -3.4% | -1.9% | -1.5% | -1.2% |
| 30D | -5.4% | -4.6% | -0.8% | 0.0% |
| 3M | -10.4% | -1.2% | -9.2% | -9.0% |
| 6M | -2.8% | +9.2% | -12.0% | -11.8% |
| YTD | -3.4% | +13.1% | -16.5% | -16.0% |
| 1Y | -22.9% | +13.0% | -35.9% | -32.9% |
| 3Y | +20.7% | +49.2% | -28.5% | -25.1% |
| 5Y | +62.1% | +47.2% | +14.9% | +2.5% |
| 10Y | +410.4% | +176.0% | +234.5% | +47.3% |
| All | +11,006.3% | +2,611.4% | +8,394.9% | +407.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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