-3.0%
MDLN vs DHI
+4.6%
-7.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.6% |
| 7D | +24.2% | +7.6% | +16.7% | +21.4% |
| 30D | +11.8% | +15.3% | -3.4% | +7.5% |
| 3M | +8.4% | +4.4% | +4.1% | +6.3% |
| 6M | -12.3% | +8.3% | -20.5% | -14.1% |
| YTD | -5.3% | +10.4% | -15.7% | -6.0% |
| All | -3.0% | +4.6% | -7.6% | -5.2% |
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