+22,698.5%
DHR vs MLM
+2,961.7%
+19,736.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | -3.9% | -2.9% | -1.0% | -3.1% |
| 30D | +4.0% | -6.8% | +10.8% | +6.2% |
| 3M | +11.5% | -11.2% | +22.7% | +15.2% |
| 6M | +1.9% | -21.8% | +23.7% | +9.1% |
| YTD | -8.9% | -17.0% | +8.1% | -4.4% |
| 1Y | +5.1% | -16.4% | +21.5% | +10.0% |
| 3Y | -10.3% | +14.5% | -24.8% | -15.2% |
| 5Y | -27.8% | +41.7% | -69.5% | -36.5% |
| 10Y | +203.6% | +200.0% | +3.6% | +99.0% |
| All | +22,698.5% | +2,961.7% | +19,736.8% | +7,118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling