+13,824.1%
MA vs DHR
+1,550.1%
+12,274.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.4% |
| 7D | -2.7% | -3.9% | +1.2% | -0.9% |
| 30D | +1.5% | +4.0% | -2.5% | -0.6% |
| 3M | +20.4% | +11.5% | +8.9% | +13.1% |
| 6M | +11.1% | +1.9% | +9.3% | +8.5% |
| YTD | +2.0% | -8.9% | +10.9% | +4.7% |
| 1Y | -2.2% | +5.1% | -7.3% | -7.0% |
| 3Y | +41.9% | -10.3% | +52.2% | +40.4% |
| 5Y | +75.4% | -27.8% | +103.1% | +89.2% |
| 10Y | +527.5% | +203.6% | +323.9% | +217.5% |
| All | +13,824.1% | +1,550.1% | +12,274.1% | +1,878.5% |
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 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