-27.3%
DHR vs MP
+58.1%
-85.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.7% |
| 7D | -3.9% | -2.9% | -1.0% | -3.7% |
| 30D | +4.0% | +13.8% | -9.8% | +2.9% |
| 3M | +11.5% | -16.7% | +28.2% | +12.6% |
| 6M | +1.9% | -11.5% | +13.3% | +1.7% |
| YTD | -8.9% | +7.9% | -16.8% | -11.1% |
| 1Y | +5.1% | -15.0% | +20.1% | +3.4% |
| 3Y | -10.3% | +153.5% | -163.8% | -26.9% |
| All | -27.3% | +58.1% | -85.3% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling