-24.5%
MDB vs PHM
+152.9%
-177.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.5% | +0.1% | -1.6% |
| 7D | -18.0% | -2.5% | -15.5% | -16.9% |
| 30D | -10.7% | -9.7% | -1.1% | -6.0% |
| 3M | +1.0% | +2.2% | -1.2% | -1.8% |
| 6M | +31.6% | -5.7% | +37.3% | +32.5% |
| YTD | -15.2% | +2.8% | -18.0% | -20.0% |
| 1Y | +10.1% | -14.4% | +24.5% | +15.2% |
| 3Y | -5.6% | +52.2% | -57.9% | -43.4% |
| 5Y | -24.5% | +154.3% | -178.8% | -73.2% |
| All | -24.5% | +152.9% | -177.4% | -73.2% |
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