+249.4%
DHR vs MPC
+1,105.8%
-856.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.6% | -8.8% | +11.5% | +3.8% |
| 30D | +7.4% | -14.4% | +21.8% | +9.6% |
| 3M | +13.0% | +21.9% | -9.0% | +9.3% |
| 6M | +38.5% | +60.1% | -21.7% | +28.1% |
| YTD | +3.8% | +142.3% | -138.6% | -10.6% |
| 1Y | +12.6% | +101.7% | -89.1% | -0.1% |
| 3Y | +22.0% | +184.8% | -162.8% | +0.9% |
| 5Y | -9.5% | +564.6% | -574.1% | -34.7% |
| 10Y | +249.4% | +1,098.3% | -849.0% | +127.5% |
| All | +249.4% | +1,105.8% | -856.4% | +127.5% |
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