+1,906.9%
DHR vs MPWR
+15,324.6%
-13,417.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.2% | -3.5% | +0.7% |
| 7D | -0.9% | -1.7% | +0.9% | -0.7% |
| 30D | +5.4% | -16.5% | +21.9% | +8.9% |
| 3M | +15.3% | -12.3% | +27.6% | +17.5% |
| 6M | +32.1% | -27.7% | +59.9% | +37.8% |
| YTD | +1.2% | +32.0% | -30.8% | -8.2% |
| 1Y | +10.1% | +25.1% | -15.0% | +0.9% |
| 3Y | +19.9% | +146.5% | -126.6% | -11.4% |
| 5Y | -8.8% | +126.0% | -134.8% | -34.7% |
| 10Y | +255.3% | +1,582.7% | -1,327.4% | +58.2% |
| All | +1,906.9% | +15,324.6% | -13,417.7% | +496.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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