+21.0%
DHR vs MPC
+203.2%
-182.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.3% |
| 7D | +1.2% | +11.2% | -10.0% | +0.2% |
| 30D | +3.7% | -14.5% | +18.2% | +5.2% |
| 3M | +14.5% | +16.7% | -2.2% | +12.1% |
| 6M | +40.9% | +67.6% | -26.6% | +30.7% |
| YTD | +2.4% | +157.9% | -155.5% | -13.6% |
| 1Y | +6.1% | +116.7% | -110.5% | -7.0% |
| 3Y | +21.0% | +199.8% | -178.7% | -7.6% |
| All | +21.0% | +203.2% | -182.2% | -7.6% |
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 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