+3,174.0%
MPC vs DHI
+1,300.3%
+1,873.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.0% | +5.3% | +3.4% |
| 7D | +3.9% | -2.0% | +5.9% | +4.6% |
| 30D | +33.8% | -8.3% | +42.1% | +37.6% |
| 3M | +49.9% | -3.7% | +53.6% | +49.7% |
| 6M | +80.9% | -5.4% | +86.3% | +79.7% |
| YTD | +147.4% | -3.0% | +150.4% | +141.8% |
| 1Y | +123.2% | -23.8% | +147.0% | +138.5% |
| 3Y | +171.7% | +21.8% | +149.9% | +126.0% |
| 5Y | +678.6% | +59.6% | +618.9% | +440.1% |
| 10Y | +1,134.0% | +391.2% | +742.8% | +382.4% |
| All | +3,174.0% | +1,300.3% | +1,873.7% | +597.5% |
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