+445.3%
MP vs DHI
+171.5%
+273.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.9% |
| 7D | -2.9% | -3.1% | +0.3% | -1.6% |
| 30D | +13.8% | -5.5% | +19.3% | +16.3% |
| 3M | -16.7% | -2.2% | -14.5% | -16.8% |
| 6M | -11.5% | -6.0% | -5.5% | -10.2% |
| YTD | +7.9% | 0.0% | +7.9% | +5.5% |
| 1Y | -15.0% | -18.2% | +3.2% | -10.6% |
| 3Y | +153.5% | +22.5% | +131.0% | +107.0% |
| 5Y | +58.7% | +58.4% | +0.3% | +8.1% |
| All | +445.3% | +171.5% | +273.8% | +225.9% |
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