+1.4%
MCHP vs PHM
+149.8%
-148.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -0.8% |
| 7D | -2.1% | -6.4% | +4.3% | +1.5% |
| 30D | -11.1% | -12.1% | +1.0% | -4.8% |
| 3M | -18.1% | -1.5% | -16.5% | -18.3% |
| 6M | +10.8% | -6.0% | +16.8% | +13.0% |
| YTD | +14.2% | -0.3% | +14.5% | +12.1% |
| 1Y | +13.5% | -13.3% | +26.8% | +20.3% |
| 3Y | -2.0% | +47.6% | -49.6% | -26.7% |
| 5Y | +1.4% | +154.7% | -153.3% | -47.7% |
| All | +1.4% | +149.8% | -148.4% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling