+513.2%
MA vs DHR
+209.6%
+303.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -3.5% | -2.4% | -1.1% | -2.4% |
| 30D | +0.8% | -2.2% | +2.9% | +1.6% |
| 3M | +14.8% | +9.0% | +5.8% | +9.2% |
| 6M | +10.0% | +3.5% | +6.5% | +6.8% |
| YTD | -0.1% | -10.1% | +10.0% | +3.4% |
| 1Y | -2.2% | +6.2% | -8.4% | -7.5% |
| 3Y | +39.3% | -5.4% | +44.6% | +33.3% |
| 5Y | +66.3% | -27.9% | +94.2% | +81.8% |
| 10Y | +513.2% | +215.7% | +297.5% | +146.5% |
| All | +513.2% | +209.6% | +303.6% | +146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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