+5,979.9%
MCD vs PHM
+11,456.8%
-5,476.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.8% | -3.2% | +0.4% | -2.3% |
| 30D | -6.0% | -6.4% | +0.4% | -5.1% |
| 3M | -5.6% | +5.5% | -11.1% | -6.5% |
| 6M | -21.9% | -5.4% | -16.4% | -21.5% |
| YTD | -14.7% | +6.6% | -21.3% | -16.0% |
| 1Y | -17.3% | -8.8% | -8.4% | -16.6% |
| 3Y | -2.2% | +54.1% | -56.3% | -10.5% |
| 5Y | +20.3% | +144.5% | -124.2% | +0.6% |
| 10Y | +180.7% | +569.4% | -388.7% | +96.4% |
| All | +5,979.9% | +11,456.8% | -5,476.9% | +2,011.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling