-8.1%
MDB vs DHI
+21.1%
-29.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.4% |
| 7D | -1.8% | -3.4% | +1.6% | -1.3% |
| 30D | -17.3% | -5.4% | -11.8% | -16.6% |
| 3M | +2.2% | -10.4% | +12.6% | +3.4% |
| 6M | +33.9% | -2.8% | +36.6% | +33.2% |
| YTD | -13.7% | -3.4% | -10.3% | -14.3% |
| 1Y | +9.1% | -22.9% | +32.0% | +13.0% |
| 3Y | -8.1% | +20.7% | -28.8% | -21.0% |
| All | -8.1% | +21.1% | -29.2% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling