-6.5%
DHR vs MPC
+177.6%
-184.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -3.9% | +5.4% | -9.3% | -4.5% |
| 30D | +4.0% | +31.0% | -27.0% | +0.7% |
| 3M | +11.5% | +46.0% | -34.5% | +6.0% |
| 6M | +1.9% | +77.3% | -75.5% | -6.6% |
| YTD | -8.9% | +141.9% | -150.8% | -21.7% |
| 1Y | +5.1% | +120.9% | -115.8% | -8.4% |
| All | -6.5% | +177.6% | -184.1% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling