+203.8%
DHR vs MXL
+313.4%
-109.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -0.9% |
| 7D | -3.6% | +18.9% | -22.5% | -5.2% |
| 30D | -2.7% | +0.3% | -3.1% | -3.1% |
| 3M | +10.9% | -8.0% | +19.0% | +8.9% |
| 6M | +3.0% | +341.2% | -338.2% | -20.7% |
| YTD | -12.2% | +327.8% | -340.0% | -32.5% |
| 1Y | +3.3% | +364.9% | -361.6% | -22.1% |
| 3Y | -8.2% | +229.2% | -237.4% | -33.3% |
| 5Y | -29.9% | +42.8% | -72.7% | -44.0% |
| All | +203.8% | +313.4% | -109.6% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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