+25.9%
DHI vs MLM
+18.2%
+7.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.4% |
| 7D | +3.1% | -2.9% | +5.9% | +5.1% |
| 30D | +11.0% | +10.4% | +0.6% | +3.5% |
| 3M | +2.1% | -3.7% | +5.8% | +4.7% |
| 6M | +1.7% | -10.3% | +12.0% | +9.1% |
| YTD | +4.9% | -14.8% | +19.7% | +15.5% |
| 1Y | +4.8% | -13.9% | +18.7% | +14.5% |
| 3Y | +25.9% | +18.4% | +7.5% | +4.1% |
| All | +25.9% | +18.2% | +7.7% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling