+25,223.4%
DHR vs MLM
+2,981.8%
+22,241.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.6% | +2.3% |
| 7D | -0.9% | -4.1% | +3.3% | +0.4% |
| 30D | +5.4% | +8.2% | -2.8% | +2.8% |
| 3M | +15.3% | -3.6% | +18.9% | +16.4% |
| 6M | +32.1% | -15.6% | +47.7% | +38.2% |
| YTD | +1.2% | -16.4% | +17.6% | +5.8% |
| 1Y | +10.1% | -14.3% | +24.4% | +14.2% |
| 3Y | +19.9% | +19.3% | +0.5% | +11.9% |
| 5Y | -8.8% | +29.6% | -38.4% | -17.7% |
| 10Y | +255.3% | +189.9% | +65.4% | +135.3% |
| All | +25,223.4% | +2,981.8% | +22,241.6% | +7,887.7% |
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