+54,893.9%
DHR vs MTB
+8,294.1%
+46,599.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.9% | +1.7% | -5.6% | -4.4% |
| 30D | +4.0% | -4.2% | +8.2% | +5.2% |
| 3M | +11.5% | +8.9% | +2.6% | +8.5% |
| 6M | +1.9% | +10.9% | -9.0% | -1.4% |
| YTD | -8.9% | +21.5% | -30.4% | -14.3% |
| 1Y | +5.1% | +21.9% | -16.8% | -1.4% |
| 3Y | -10.3% | +109.2% | -119.5% | -29.1% |
| 5Y | -27.8% | +102.0% | -129.8% | -43.8% |
| 10Y | +203.6% | +171.9% | +31.7% | +96.0% |
| All | +54,893.9% | +8,294.1% | +46,599.8% | +8,627.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling