-5.2%
DHR vs MDB
-5.6%
+0.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.9% |
| 7D | -0.8% | -18.0% | +17.2% | +0.6% |
| 30D | +0.2% | -10.7% | +11.0% | +0.9% |
| 3M | +12.1% | +1.0% | +11.1% | +11.5% |
| 6M | +5.4% | +31.6% | -26.2% | +2.0% |
| YTD | -10.0% | -15.2% | +5.2% | -10.1% |
| 1Y | +4.1% | +10.1% | -6.0% | +1.3% |
| 3Y | -5.2% | -5.6% | +0.5% | -12.3% |
| All | -5.2% | -5.6% | +0.5% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling