+1,234.8%
DHR vs MXL
+298.4%
+936.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -0.9% |
| 7D | -2.4% | +19.0% | -21.4% | -4.2% |
| 30D | -2.2% | +4.5% | -6.6% | -3.0% |
| 3M | +9.0% | -1.5% | +10.5% | +5.7% |
| 6M | +3.5% | +348.6% | -345.1% | -21.5% |
| YTD | -10.1% | +310.3% | -320.4% | -31.3% |
| 1Y | +6.2% | +344.7% | -338.5% | -20.3% |
| 3Y | -5.4% | +211.2% | -216.5% | -31.3% |
| 5Y | -27.9% | +34.8% | -62.7% | -42.9% |
| 10Y | +215.7% | +286.5% | -70.8% | +95.2% |
| All | +1,234.8% | +298.4% | +936.4% | +614.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling