-11.6%
DHR vs MPC
+527.1%
-538.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | -0.9% | -16.2% | +15.3% | +1.3% |
| 30D | +5.4% | -15.7% | +21.1% | +7.5% |
| 3M | +15.3% | +24.9% | -9.6% | +11.0% |
| 6M | +32.1% | +52.7% | -20.5% | +22.7% |
| YTD | +1.2% | +131.9% | -130.7% | -13.7% |
| 1Y | +10.1% | +96.6% | -86.5% | -3.1% |
| 3Y | +19.9% | +163.8% | -143.9% | -3.3% |
| All | -11.6% | +527.1% | -538.7% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling