+920.8%
MDB vs PHM
+448.6%
+472.2%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.1% | +3.6% |
| 7D | -0.9% | +3.5% | -4.4% | -2.5% |
| 30D | -15.2% | +21.2% | -36.4% | -22.1% |
| 3M | -17.9% | +2.5% | -20.4% | -19.5% |
| 6M | +9.3% | +16.1% | -6.8% | +0.7% |
| YTD | -22.0% | +16.6% | -38.6% | -29.3% |
| 1Y | -9.3% | +14.4% | -23.8% | -17.5% |
| 3Y | -10.4% | +71.9% | -82.3% | -35.8% |
| 5Y | -43.2% | +174.3% | -217.6% | -67.6% |
| All | +920.8% | +448.6% | +472.2% | +303.5% |
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