+7,173.7%
MCO vs PHM
+5,790.8%
+1,382.9%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.9% |
| 7D | -7.3% | -6.4% | -1.0% | -5.4% |
| 30D | -1.7% | -12.1% | +10.4% | +2.2% |
| 3M | +3.9% | -1.5% | +5.5% | +4.0% |
| 6M | +3.8% | -6.0% | +9.8% | +5.0% |
| YTD | -7.9% | -0.3% | -7.6% | -9.0% |
| 1Y | -6.8% | -13.3% | +6.5% | -4.2% |
| 3Y | +40.9% | +47.6% | -6.6% | +19.8% |
| 5Y | +27.5% | +154.7% | -127.2% | -10.2% |
| 10Y | +381.4% | +552.4% | -171.0% | +141.2% |
| All | +7,173.7% | +5,790.8% | +1,382.9% | +1,798.3% |
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