+59.6%
DHI vs MLM
+43.0%
+16.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.6% |
| 7D | -2.0% | +1.4% | -3.4% | -3.0% |
| 30D | -8.3% | -6.5% | -1.8% | -4.0% |
| 3M | -3.7% | -7.4% | +3.7% | +1.3% |
| 6M | -5.4% | -15.8% | +10.4% | +6.0% |
| YTD | -3.0% | -17.4% | +14.4% | +9.4% |
| 1Y | -23.8% | -17.9% | -5.9% | -13.8% |
| 3Y | +21.8% | +18.9% | +2.9% | +6.4% |
| 5Y | +59.6% | +43.4% | +16.2% | +24.5% |
| All | +59.6% | +43.0% | +16.6% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling