+6,152.5%
DHR vs MAR
+3,168.2%
+2,984.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.5% |
| 7D | +1.2% | +1.6% | -0.4% | +0.7% |
| 30D | +3.7% | +13.8% | -10.1% | -0.6% |
| 3M | +14.5% | +20.3% | -5.8% | +7.8% |
| 6M | +40.9% | +21.3% | +19.6% | +31.7% |
| YTD | +2.4% | +37.2% | -34.8% | -8.3% |
| 1Y | +6.1% | +48.4% | -42.3% | -7.4% |
| 3Y | +21.0% | +120.1% | -99.1% | -8.1% |
| 5Y | -11.4% | +182.1% | -193.5% | -39.4% |
| 10Y | +241.8% | +530.2% | -288.4% | +57.3% |
| All | +6,152.5% | +3,168.2% | +2,984.3% | +1,278.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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