+3,082.7%
MDT vs DHI
+12,501.5%
-9,418.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.0% |
| 7D | -3.4% | -3.4% | 0.0% | -2.9% |
| 30D | +0.2% | -5.4% | +5.7% | +1.0% |
| 3M | +14.3% | -10.4% | +24.7% | +15.9% |
| 6M | +4.0% | -2.8% | +6.8% | +4.0% |
| YTD | -3.7% | -3.4% | -0.3% | -3.7% |
| 1Y | -0.4% | -22.9% | +22.6% | +2.6% |
| 3Y | +23.3% | +20.7% | +2.6% | +17.5% |
| 5Y | -18.9% | +62.1% | -81.0% | -26.8% |
| 10Y | +39.2% | +410.4% | -371.3% | +5.2% |
| All | +3,082.7% | +12,501.5% | -9,418.8% | +1,519.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling