-28.0%
DHR vs MDY
+46.3%
-74.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.8% |
| 7D | -3.6% | -1.9% | -1.8% | -2.2% |
| 30D | -2.7% | -4.6% | +1.9% | +0.8% |
| 3M | +10.9% | -1.2% | +12.2% | +11.7% |
| 6M | +3.0% | +9.2% | -6.2% | -4.3% |
| YTD | -12.2% | +13.1% | -25.3% | -20.7% |
| 1Y | +3.3% | +13.0% | -9.7% | -6.7% |
| 3Y | -8.2% | +49.2% | -57.4% | -34.0% |
| All | -28.0% | +46.3% | -74.3% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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