+904.7%
DHR vs MPC
+2,977.1%
-2,072.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -3.9% | +5.4% | -9.3% | -4.8% |
| 30D | +4.0% | +31.0% | -27.0% | -0.9% |
| 3M | +11.5% | +46.0% | -34.5% | +3.9% |
| 6M | +1.9% | +77.3% | -75.5% | -8.8% |
| YTD | -8.9% | +141.9% | -150.8% | -23.2% |
| 1Y | +5.1% | +120.9% | -115.8% | -10.1% |
| 3Y | -10.3% | +182.7% | -193.0% | -27.8% |
| 5Y | -27.8% | +646.4% | -674.2% | -52.1% |
| 10Y | +203.6% | +1,138.7% | -935.1% | +63.8% |
| All | +904.7% | +2,977.1% | -2,072.4% | +260.2% |
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