+1,039.6%
DHR vs MPC
+2,984.8%
-1,945.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.6% | -2.5% | +1.3% |
| 7D | +3.1% | -9.4% | +12.5% | +4.8% |
| 30D | +7.0% | -14.3% | +21.3% | +9.6% |
| 3M | +15.0% | +31.1% | -16.1% | +9.1% |
| 6M | +37.9% | +60.3% | -22.4% | +25.7% |
| YTD | +3.3% | +142.5% | -139.2% | -13.3% |
| 1Y | +12.8% | +104.6% | -91.8% | -2.4% |
| 3Y | +22.4% | +191.7% | -169.3% | -2.4% |
| 5Y | -9.1% | +549.2% | -558.3% | -38.2% |
| 10Y | +247.9% | +1,106.2% | -858.3% | +88.5% |
| All | +1,039.6% | +2,984.8% | -1,945.3% | +306.6% |
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 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