+6,899.6%
DHI vs MLM
+2,961.7%
+3,937.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.9% |
| 7D | -3.1% | -2.9% | -0.2% | -1.4% |
| 30D | -5.5% | -6.8% | +1.4% | -1.2% |
| 3M | -2.2% | -11.2% | +9.0% | +5.0% |
| 6M | -6.0% | -21.8% | +15.9% | +9.0% |
| YTD | 0.0% | -17.0% | +17.0% | +11.4% |
| 1Y | -18.2% | -16.4% | -1.9% | -9.3% |
| 3Y | +22.5% | +14.5% | +8.1% | +11.5% |
| 5Y | +58.4% | +41.7% | +16.6% | +24.7% |
| 10Y | +405.2% | +200.0% | +205.1% | +121.4% |
| All | +6,899.6% | +2,961.7% | +3,937.9% | +963.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling