+413.2%
MP vs DHI
+157.8%
+255.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.1% | -4.5% |
| 7D | -4.6% | -6.1% | +1.5% | -2.2% |
| 30D | -7.1% | -10.1% | +3.0% | -3.1% |
| 3M | -4.0% | -7.3% | +3.3% | -1.9% |
| 6M | -16.7% | -6.1% | -10.5% | -15.4% |
| YTD | +1.6% | -5.0% | +6.6% | +1.3% |
| 1Y | -17.8% | -22.1% | +4.3% | -11.7% |
| 3Y | +139.6% | +19.2% | +120.4% | +97.4% |
| 5Y | +50.5% | +59.4% | -9.0% | +2.1% |
| All | +413.2% | +157.8% | +255.4% | +213.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling