+175.1%
MPC vs DHI
+22.0%
+153.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | +3.2% | -2.3% | +5.6% | +3.4% |
| 30D | +25.0% | -5.3% | +30.3% | +25.5% |
| 3M | +55.2% | -7.8% | +62.9% | +55.6% |
| 6M | +86.4% | -5.4% | +91.8% | +85.8% |
| YTD | +148.5% | -2.7% | +151.1% | +145.6% |
| 1Y | +121.7% | -21.0% | +142.7% | +127.5% |
| All | +175.1% | +22.0% | +153.1% | +153.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling