+15,762.5%
MA vs DHR
+1,779.4%
+13,983.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.3% |
| 7D | +1.8% | +2.6% | -0.8% | +0.6% |
| 30D | +11.8% | +7.4% | +4.4% | +7.9% |
| 3M | +17.2% | +13.0% | +4.2% | +9.9% |
| 6M | +33.4% | +38.5% | -5.1% | +12.3% |
| YTD | +16.1% | +3.8% | +12.4% | +11.8% |
| 1Y | +19.9% | +12.6% | +7.3% | +10.7% |
| 3Y | +70.1% | +22.0% | +48.1% | +44.4% |
| 5Y | +89.6% | -9.5% | +99.2% | +83.0% |
| 10Y | +568.4% | +249.4% | +319.1% | +215.6% |
| All | +15,762.5% | +1,779.4% | +13,983.0% | +2,011.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling