+249.4%
DHR vs MLM
+149.0%
+100.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +2.6% | -2.9% | +5.5% | +3.5% |
| 30D | +7.4% | +10.4% | -3.0% | +4.3% |
| 3M | +13.0% | -3.7% | +16.7% | +14.0% |
| 6M | +38.5% | -10.3% | +48.7% | +42.1% |
| YTD | +3.8% | -14.8% | +18.6% | +7.6% |
| 1Y | +12.6% | -13.9% | +26.5% | +16.5% |
| 3Y | +22.0% | +18.4% | +3.6% | +14.8% |
| 5Y | -9.5% | +31.8% | -41.3% | -18.7% |
| 10Y | +249.4% | +143.4% | +106.0% | +162.3% |
| All | +249.4% | +149.0% | +100.4% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling