-28.2%
DHR vs MDB
-26.9%
-1.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.8% |
| 7D | -0.8% | -18.0% | +17.2% | +1.4% |
| 30D | +0.2% | -10.7% | +11.0% | +1.2% |
| 3M | +12.1% | +1.0% | +11.1% | +11.1% |
| 6M | +5.4% | +31.6% | -26.2% | +0.4% |
| YTD | -10.0% | -15.2% | +5.2% | -10.1% |
| 1Y | +4.1% | +10.1% | -6.0% | -0.1% |
| 3Y | -5.2% | -5.6% | +0.5% | -11.9% |
| 5Y | -28.2% | -24.5% | -3.7% | -38.3% |
| All | -28.2% | -26.9% | -1.3% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling