+62.7%
MP vs DHI
+60.0%
+2.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -2.1% |
| 7D | -0.7% | -2.3% | +1.6% | +0.1% |
| 30D | -0.7% | -5.3% | +4.6% | +1.4% |
| 3M | 0.0% | -7.8% | +7.8% | +2.4% |
| 6M | -10.0% | -5.4% | -4.6% | -9.0% |
| YTD | +7.5% | -2.7% | +10.2% | +6.0% |
| 1Y | -14.0% | -21.0% | +6.9% | -8.1% |
| 3Y | +153.5% | +22.2% | +131.3% | +101.5% |
| 5Y | +62.7% | +62.2% | +0.5% | +2.7% |
| All | +62.7% | +60.0% | +2.7% | +2.7% |
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