-7.7%
MDB vs DHI
+9.6%
-17.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.1% | -10.2% | -2.0% |
| 7D | -16.5% | +9.8% | -26.3% | -16.6% |
| 30D | -8.6% | +17.8% | -26.4% | -9.1% |
| 3M | -13.6% | +4.7% | -18.3% | -13.8% |
| 6M | +24.1% | +10.0% | +14.0% | +23.1% |
| YTD | -21.8% | +10.0% | -31.7% | -22.1% |
| 1Y | -7.7% | +9.1% | -16.8% | -7.8% |
| All | -7.7% | +9.6% | -17.3% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling