+199.5%
MCHP vs PHM
+568.1%
-368.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +2.9% |
| 7D | 0.0% | -5.0% | +5.0% | +2.6% |
| 30D | -6.0% | -8.4% | +2.4% | -2.1% |
| 3M | -19.7% | -4.4% | -15.3% | -18.6% |
| 6M | +14.0% | -3.7% | +17.8% | +14.9% |
| YTD | +18.4% | +1.3% | +17.1% | +15.9% |
| 1Y | +17.1% | -14.0% | +31.1% | +24.1% |
| 3Y | +0.7% | +48.1% | -47.4% | -20.1% |
| 5Y | +5.1% | +158.8% | -153.7% | -38.1% |
| All | +199.5% | +568.1% | -368.7% | +23.9% |
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 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