+12,289.5%
DHI vs MTB
+4,053.4%
+8,236.1%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.7% |
| 7D | -6.1% | -0.4% | -5.7% | -5.9% |
| 30D | -10.1% | -4.6% | -5.5% | -7.7% |
| 3M | -7.3% | +7.4% | -14.7% | -11.1% |
| 6M | -6.1% | +18.7% | -24.8% | -14.9% |
| YTD | -5.0% | +21.1% | -26.1% | -15.2% |
| 1Y | -22.1% | +24.1% | -46.2% | -31.5% |
| 3Y | +19.2% | +115.3% | -96.1% | -26.7% |
| 5Y | +59.4% | +106.0% | -46.6% | -6.6% |
| 10Y | +401.8% | +171.6% | +230.3% | +100.5% |
| All | +12,289.5% | +4,053.4% | +8,236.1% | +1,698.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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