-18.2%
MDT vs DHI
+61.2%
-79.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | -3.4% | -3.4% | 0.0% | -2.8% |
| 30D | +0.2% | -5.4% | +5.7% | +1.2% |
| 3M | +14.3% | -10.4% | +24.7% | +16.2% |
| 6M | +4.0% | -2.8% | +6.8% | +4.0% |
| YTD | -3.7% | -3.4% | -0.3% | -3.8% |
| 1Y | -0.4% | -22.9% | +22.6% | +3.4% |
| 3Y | +23.3% | +20.7% | +2.6% | +14.4% |
| All | -18.2% | +61.2% | -79.4% | -31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling