+1,016.0%
DHR vs MPC
+2,849.2%
-1,833.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | -0.9% | -16.2% | +15.3% | +2.0% |
| 30D | +5.4% | -15.7% | +21.1% | +8.2% |
| 3M | +15.3% | +24.9% | -9.6% | +10.3% |
| 6M | +32.1% | +52.7% | -20.5% | +21.4% |
| YTD | +1.2% | +131.9% | -130.7% | -14.4% |
| 1Y | +10.1% | +96.6% | -86.5% | -4.1% |
| 3Y | +19.9% | +163.8% | -143.9% | -2.7% |
| 5Y | -8.8% | +533.1% | -541.9% | -37.8% |
| 10Y | +255.3% | +1,118.6% | -863.3% | +91.4% |
| All | +1,016.0% | +2,849.2% | -1,833.3% | +301.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling