+96.0%
MA vs DHR
-10.0%
+106.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.6% | -0.2% |
| 7D | -0.3% | +3.1% | -3.5% | -1.3% |
| 30D | +11.3% | +7.0% | +4.4% | +8.8% |
| 3M | +16.7% | +15.0% | +1.6% | +11.1% |
| 6M | +32.8% | +37.9% | -5.1% | +18.2% |
| YTD | +15.6% | +3.3% | +12.3% | +13.3% |
| 1Y | +19.6% | +12.8% | +6.8% | +13.4% |
| 3Y | +72.1% | +22.4% | +49.7% | +50.5% |
| 5Y | +96.0% | -9.1% | +105.1% | +83.9% |
| All | +96.0% | -10.0% | +106.0% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling