+162.1%
DHR vs MDB
+1,032.9%
-870.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.3% | -6.4% | -2.7% |
| 7D | -5.0% | -2.8% | -2.2% | -4.7% |
| 30D | -3.3% | -14.9% | +11.5% | -1.7% |
| 3M | +9.4% | +7.3% | +2.1% | +7.6% |
| 6M | +3.2% | +38.2% | -35.0% | -2.8% |
| YTD | -12.0% | -10.9% | -1.1% | -12.8% |
| 1Y | +4.9% | +11.6% | -6.8% | +0.2% |
| 3Y | -7.4% | -0.9% | -6.5% | -14.8% |
| 5Y | -29.8% | -23.5% | -6.2% | -38.4% |
| All | +162.1% | +1,032.9% | -870.9% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MDB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling