+110.7%
MCK vs PHM
+49.3%
+61.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -2.9% | -5.0% | +2.1% | -2.9% |
| 30D | +0.4% | -8.4% | +8.9% | +0.4% |
| 3M | +12.1% | -4.4% | +16.5% | +12.2% |
| 6M | -5.4% | -3.7% | -1.7% | -5.3% |
| YTD | +7.8% | +1.3% | +6.5% | +8.0% |
| 1Y | +22.9% | -14.0% | +37.0% | +22.7% |
| 3Y | +110.7% | +48.1% | +62.6% | +123.8% |
| All | +110.7% | +49.3% | +61.4% | +123.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling