+208.4%
DHR vs MPC
+1,138.6%
-930.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.5% |
| 7D | -0.8% | +3.9% | -4.7% | -1.4% |
| 30D | +0.2% | +33.8% | -33.5% | -4.1% |
| 3M | +12.1% | +49.9% | -37.8% | +5.2% |
| 6M | +5.4% | +80.9% | -75.5% | -4.3% |
| YTD | -10.0% | +147.4% | -157.4% | -22.5% |
| 1Y | +4.1% | +123.2% | -119.1% | -9.1% |
| 3Y | -5.2% | +171.7% | -176.9% | -20.9% |
| 5Y | -28.2% | +678.6% | -706.8% | -49.5% |
| 10Y | +208.4% | +1,134.0% | -925.6% | +88.6% |
| All | +208.4% | +1,138.6% | -930.2% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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