+211.3%
MCD vs PHM
+746.3%
-535.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.2% |
| 7D | +5.9% | +3.5% | +2.5% | +5.1% |
| 30D | +19.6% | +21.2% | -1.5% | +14.2% |
| 3M | +3.3% | +2.5% | +0.8% | +2.5% |
| 6M | +3.5% | +16.1% | -12.6% | -0.7% |
| YTD | -6.1% | +16.6% | -22.7% | -10.4% |
| 1Y | -3.7% | +14.4% | -18.1% | -7.8% |
| 3Y | +13.4% | +71.9% | -58.5% | -5.1% |
| 5Y | +25.2% | +174.3% | -149.2% | -11.1% |
| 10Y | +211.3% | +744.0% | -532.8% | +64.8% |
| All | +211.3% | +746.3% | -535.1% | +64.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling