-5.6%
MDB vs PHM
+52.3%
-57.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | +0.1% | -2.7% |
| 7D | -18.0% | -2.5% | -15.5% | -17.6% |
| 30D | -10.7% | -9.7% | -1.1% | -8.9% |
| 3M | +1.0% | +2.2% | -1.2% | -0.1% |
| 6M | +31.6% | -5.7% | +37.3% | +32.3% |
| YTD | -15.2% | +2.8% | -18.0% | -17.1% |
| 1Y | +10.1% | -14.4% | +24.5% | +13.6% |
| 3Y | -5.6% | +52.2% | -57.9% | -26.1% |
| All | -5.6% | +52.3% | -57.9% | -26.1% |
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