+26.9%
MMM vs DHI
+61.2%
-34.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.8% |
| 7D | -2.1% | -3.4% | +1.3% | -1.2% |
| 30D | -9.8% | -5.4% | -4.4% | -8.5% |
| 3M | +4.9% | -10.4% | +15.4% | +8.0% |
| 6M | +7.3% | -2.8% | +10.1% | +7.5% |
| YTD | +4.5% | -3.4% | +7.9% | +4.6% |
| 1Y | +5.4% | -22.9% | +28.3% | +12.1% |
| 3Y | +98.6% | +20.7% | +77.9% | +80.3% |
| All | +26.9% | +61.2% | -34.3% | -0.7% |
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 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