+117.2%
MPC vs DHI
+9.6%
+107.6%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +8.1% | -16.2% | -6.2% |
| 7D | -10.9% | +9.8% | -20.7% | -8.7% |
| 30D | -9.4% | +17.8% | -27.2% | -5.9% |
| 3M | +26.0% | +4.7% | +21.2% | +28.3% |
| 6M | +56.5% | +10.0% | +46.5% | +60.5% |
| YTD | +144.3% | +10.0% | +134.3% | +148.9% |
| 1Y | +117.2% | +9.1% | +108.1% | +121.7% |
| All | +117.2% | +9.6% | +107.6% | +121.7% |
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