+4,407.5%
MU vs DHR
+242.1%
+4,165.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.7% |
| 7D | +12.8% | +1.2% | +11.6% | +12.0% |
| 30D | -14.9% | +3.7% | -18.6% | -16.3% |
| 3M | -18.0% | +14.5% | -32.5% | -24.2% |
| 6M | -3.1% | +40.9% | -44.0% | -23.7% |
| YTD | +172.9% | +2.4% | +170.5% | +161.9% |
| 1Y | +228.8% | +6.1% | +222.7% | +208.1% |
| 3Y | +950.8% | +21.0% | +929.8% | +769.7% |
| 5Y | +931.3% | -11.4% | +942.7% | +928.3% |
| All | +4,407.5% | +242.1% | +4,165.4% | +1,353.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 DHR 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