+28.6%
MCO vs PHM
+152.2%
-123.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.8% |
| 7D | -7.3% | -6.4% | -1.0% | -5.2% |
| 30D | -1.7% | -12.1% | +10.4% | +2.7% |
| 3M | +3.9% | -1.5% | +5.5% | +4.0% |
| 6M | +3.8% | -6.0% | +9.8% | +5.1% |
| YTD | -7.9% | -0.3% | -7.6% | -9.4% |
| 1Y | -6.8% | -13.3% | +6.5% | -3.9% |
| 3Y | +40.9% | +47.6% | -6.6% | +11.5% |
| All | +28.6% | +152.2% | -123.5% | -24.7% |
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