+1,017.5%
MDB vs PHM
+379.1%
+638.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.1% |
| 7D | -4.5% | -3.9% | -0.7% | -3.0% |
| 30D | -14.0% | -8.6% | -5.4% | -10.9% |
| 3M | +5.3% | -2.9% | +8.2% | +5.6% |
| 6M | +31.9% | -5.7% | +37.6% | +32.7% |
| YTD | -14.6% | +1.9% | -16.5% | -17.6% |
| 1Y | +8.2% | -12.3% | +20.6% | +10.8% |
| 3Y | -5.0% | +50.8% | -55.8% | -27.8% |
| 5Y | -24.5% | +157.3% | -181.8% | -55.1% |
| All | +1,017.5% | +379.1% | +638.3% | +370.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling