+4.7%
MDT vs DHI
-16.9%
+21.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.3% | +1.3% |
| 7D | +3.2% | -3.1% | +6.4% | +3.7% |
| 30D | +9.5% | -5.5% | +15.0% | +10.3% |
| 3M | +16.0% | -2.2% | +18.2% | +16.2% |
| 6M | +0.2% | -6.0% | +6.2% | +0.5% |
| YTD | -0.3% | 0.0% | -0.3% | -0.9% |
| 1Y | +4.7% | -18.2% | +23.0% | +7.1% |
| All | +4.7% | -16.9% | +21.6% | +7.1% |
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