-16.1%
MCD vs PHM
-13.4%
-2.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.6% | +0.7% |
| 7D | -2.0% | -2.5% | +0.5% | -1.6% |
| 30D | -6.1% | -9.7% | +3.5% | -4.5% |
| 3M | -7.3% | +2.2% | -9.5% | -7.8% |
| 6M | -20.9% | -5.7% | -15.3% | -20.4% |
| YTD | -14.7% | +2.8% | -17.5% | -15.7% |
| 1Y | -16.1% | -14.4% | -1.7% | -15.5% |
| All | -16.1% | -13.4% | -2.7% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling