+16,558.1%
DHR vs MCO
+7,284.8%
+9,273.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.6% |
| 7D | -5.0% | -7.3% | +2.3% | -2.5% |
| 30D | -3.3% | -1.7% | -1.6% | -2.8% |
| 3M | +9.4% | +3.9% | +5.5% | +7.9% |
| 6M | +3.2% | +3.8% | -0.7% | +1.7% |
| YTD | -12.0% | -7.9% | -4.1% | -10.2% |
| 1Y | +4.9% | -6.8% | +11.7% | +6.4% |
| 3Y | -7.4% | +40.9% | -48.3% | -18.3% |
| 5Y | -29.8% | +27.5% | -57.3% | -36.5% |
| 10Y | +209.1% | +381.4% | -172.3% | +84.2% |
| All | +16,558.1% | +7,284.8% | +9,273.3% | +4,407.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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