+55.0%
DHR vs MP
+291.5%
-236.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.2% |
| 7D | +1.2% | +9.5% | -8.3% | +0.6% |
| 30D | +3.7% | -3.0% | +6.7% | +3.8% |
| 3M | +14.5% | -30.4% | +44.9% | +16.7% |
| 6M | +40.9% | -39.2% | +80.1% | +44.1% |
| YTD | +2.4% | -23.3% | +25.7% | +2.5% |
| 1Y | +6.1% | -32.6% | +38.8% | +6.9% |
| 3Y | +21.0% | +159.3% | -138.3% | +4.8% |
| 5Y | -11.4% | -16.4% | +5.0% | -19.2% |
| All | +55.0% | +291.5% | -236.5% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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