-29.8%
DHR vs MTB
+101.1%
-130.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.2% |
| 7D | -5.0% | -0.4% | -4.5% | -4.8% |
| 30D | -3.3% | -4.6% | +1.3% | -2.0% |
| 3M | +9.4% | +7.4% | +2.0% | +6.7% |
| 6M | +3.2% | +18.7% | -15.5% | -2.5% |
| YTD | -12.0% | +21.1% | -33.1% | -17.6% |
| 1Y | +4.9% | +24.1% | -19.2% | -2.6% |
| 3Y | -7.4% | +115.3% | -122.7% | -27.7% |
| 5Y | -29.8% | +106.0% | -135.8% | -39.1% |
| All | -29.8% | +101.1% | -130.8% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling