-22.1%
DHI vs MLM
-17.7%
-4.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -6.1% | -1.3% | -4.9% | -5.3% |
| 30D | -10.1% | -9.1% | -1.0% | -4.0% |
| 3M | -7.3% | -9.0% | +1.7% | -1.4% |
| 6M | -6.1% | -17.0% | +10.9% | +5.6% |
| YTD | -5.0% | -19.0% | +13.9% | +5.2% |
| 1Y | -22.1% | -18.1% | -4.0% | -15.5% |
| All | -22.1% | -17.7% | -4.4% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling