-15.4%
MDLN vs PHM
-1.6%
-13.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.5% | -1.7% | -4.2% |
| 7D | -1.2% | -2.5% | +1.3% | -0.5% |
| 30D | -1.5% | -9.7% | +8.1% | +1.1% |
| 3M | +2.6% | +2.2% | +0.4% | +3.3% |
| 6M | -20.9% | -5.7% | -15.2% | -21.0% |
| YTD | -17.4% | +2.8% | -20.2% | -14.1% |
| All | -15.4% | -1.6% | -13.7% | -13.0% |
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