+6,475.2%
MCD vs PHM
+12,230.3%
-5,755.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.2% |
| 7D | +7.1% | +6.2% | +0.9% | +6.1% |
| 30D | +19.8% | +17.9% | +1.8% | +16.7% |
| 3M | +0.8% | +2.5% | -1.7% | +0.3% |
| 6M | -1.3% | +10.8% | -12.1% | -3.1% |
| YTD | -7.8% | +13.7% | -21.5% | -10.1% |
| 1Y | -5.0% | +12.4% | -17.3% | -7.2% |
| 3Y | +10.5% | +65.6% | -55.1% | +0.1% |
| 5Y | +22.0% | +175.3% | -153.4% | +0.2% |
| 10Y | +216.7% | +713.9% | -497.3% | +115.6% |
| All | +6,475.2% | +12,230.3% | -5,755.1% | +2,160.1% |
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