+120.9%
MPC vs DHI
-16.9%
+137.8%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.1% |
| 7D | +5.4% | -3.1% | +8.6% | +5.0% |
| 30D | +31.0% | -5.5% | +36.4% | +30.0% |
| 3M | +46.0% | -2.2% | +48.2% | +45.5% |
| 6M | +77.3% | -6.0% | +83.3% | +78.3% |
| YTD | +141.9% | 0.0% | +141.9% | +140.8% |
| 1Y | +120.9% | -18.2% | +139.2% | +122.7% |
| All | +120.9% | -16.9% | +137.8% | +122.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling