+183.5%
MAR vs PHM
+158.6%
+24.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +1.6% | -4.1% | +5.7% | +3.1% |
| 30D | +13.8% | +16.1% | -2.3% | +7.1% |
| 3M | +20.3% | -2.5% | +22.8% | +20.8% |
| 6M | +21.3% | +12.9% | +8.4% | +14.4% |
| YTD | +37.2% | +9.0% | +28.2% | +30.9% |
| 1Y | +48.4% | +8.2% | +40.3% | +41.9% |
| 3Y | +120.1% | +58.4% | +61.7% | +71.9% |
| All | +183.5% | +158.6% | +24.9% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 5y: compounded portfolio wealth divided by compounded PHM 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…
5y analysis · Full analysis span regression · 6 months rolling