+1,120.5%
MPC vs DHI
+405.9%
+714.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -0.9% |
| 7D | +1.2% | -6.1% | +7.3% | +3.5% |
| 30D | +17.0% | -10.1% | +27.1% | +21.3% |
| 3M | +49.5% | -7.3% | +56.8% | +51.6% |
| 6M | +83.5% | -6.1% | +89.6% | +82.6% |
| YTD | +144.1% | -5.0% | +149.1% | +140.2% |
| 1Y | +119.6% | -22.1% | +141.7% | +132.7% |
| 3Y | +168.1% | +19.2% | +148.8% | +121.2% |
| 5Y | +671.3% | +59.4% | +611.9% | +413.5% |
| All | +1,120.5% | +405.9% | +714.7% | +309.1% |
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