+63.2%
DHI vs MGY
+88.8%
-25.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -3.4% | +3.5% | -6.9% | -3.9% |
| 30D | -5.4% | +5.3% | -10.7% | -6.2% |
| 3M | -10.4% | +2.6% | -13.1% | -11.0% |
| 6M | -2.8% | -3.3% | +0.5% | -3.1% |
| YTD | -3.4% | +29.2% | -32.6% | -8.9% |
| 1Y | -22.9% | +18.0% | -40.9% | -26.2% |
| 3Y | +20.7% | +30.0% | -9.3% | +12.0% |
| All | +63.2% | +88.8% | -25.6% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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