+503.7%
DHI vs MLM
+140.5%
+363.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.1% |
| 7D | -6.1% | -5.8% | -0.2% | -3.0% |
| 30D | +9.8% | +9.8% | 0.0% | +4.3% |
| 3M | -2.2% | -5.2% | +3.0% | +0.7% |
| 6M | +2.0% | -10.3% | +12.3% | +8.1% |
| YTD | +3.3% | -15.5% | +18.8% | +12.7% |
| 1Y | +1.5% | -15.0% | +16.6% | +10.6% |
| 3Y | +24.0% | +17.5% | +6.5% | +13.4% |
| 5Y | +61.2% | +30.5% | +30.7% | +38.1% |
| 10Y | +503.7% | +145.5% | +358.1% | +256.8% |
| All | +503.7% | +140.5% | +363.1% | +256.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling