+63.2%
DHI vs MKC
-33.0%
+96.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -3.4% | -1.5% | -1.9% | -2.9% |
| 30D | -5.4% | -3.1% | -2.3% | -4.4% |
| 3M | -10.4% | +5.2% | -15.6% | -12.4% |
| 6M | -2.8% | -12.8% | +10.1% | +1.6% |
| YTD | -3.4% | -23.3% | +19.9% | +5.8% |
| 1Y | -22.9% | -24.1% | +1.2% | -15.3% |
| 3Y | +20.7% | -32.1% | +52.8% | +37.3% |
| All | +63.2% | -33.0% | +96.2% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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