+203.8%
DHR vs MTB
+173.8%
+30.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -2.7% | -4.8% | +2.1% | -1.7% |
| 3M | +10.9% | +6.0% | +5.0% | +9.3% |
| 6M | +3.0% | +19.6% | -16.6% | -1.3% |
| YTD | -12.2% | +21.5% | -33.7% | -16.3% |
| 1Y | +3.3% | +24.7% | -21.4% | -2.2% |
| 3Y | -8.2% | +108.6% | -116.8% | -22.7% |
| 5Y | -29.9% | +106.7% | -136.6% | -41.1% |
| All | +203.8% | +173.8% | +30.0% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling