+37.9%
DHR vs MP
+450.8%
-412.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 3M | +11.5% | -16.7% | +28.2% | +12.3% |
| 6M | +1.9% | -11.5% | +13.3% | +1.8% |
| YTD | -8.9% | +7.9% | -16.8% | -10.5% |
| 1Y | +5.1% | -15.0% | +20.1% | +3.9% |
| 3Y | -10.3% | +153.5% | -163.8% | -21.8% |
| 5Y | -27.8% | +58.7% | -86.5% | -35.3% |
| All | +37.9% | +450.8% | -412.9% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling