+41,921.5%
MCHP vs PHM
+4,238.3%
+37,683.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.5% | +0.1% |
| 7D | +2.8% | -2.5% | +5.2% | +3.6% |
| 30D | -12.8% | -9.7% | -3.2% | -10.1% |
| 3M | -19.2% | +2.2% | -21.4% | -20.1% |
| 6M | +14.5% | -5.7% | +20.2% | +16.1% |
| YTD | +17.1% | +2.8% | +14.3% | +15.3% |
| 1Y | +15.3% | -14.4% | +29.7% | +20.2% |
| 3Y | +0.5% | +52.2% | -51.8% | -13.2% |
| 5Y | +6.1% | +154.3% | -148.2% | -22.3% |
| 10Y | +192.2% | +545.9% | -353.6% | +57.7% |
| All | +41,921.5% | +4,238.3% | +37,683.2% | +7,565.7% |
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 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