+5,462.2%
DHR vs MAR
+2,498.9%
+2,963.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.9% | -4.2% | +0.3% | -2.6% |
| 30D | +4.0% | -6.7% | +10.7% | +6.3% |
| 3M | +11.5% | -12.5% | +24.0% | +15.9% |
| 6M | +1.9% | +0.6% | +1.3% | +1.2% |
| YTD | -8.9% | +9.1% | -18.0% | -12.1% |
| 1Y | +5.1% | +26.2% | -21.1% | -3.5% |
| 3Y | -10.3% | +68.2% | -78.4% | -25.8% |
| 5Y | -27.8% | +163.9% | -191.7% | -49.7% |
| 10Y | +203.6% | +420.6% | -216.9% | +48.4% |
| All | +5,462.2% | +2,498.9% | +2,963.2% | +1,221.3% |
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