+7,830.4%
MDT vs PHM
+11,050.0%
-3,219.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -1.3% |
| 7D | +0.4% | -2.5% | +2.9% | +0.8% |
| 30D | +6.0% | -9.7% | +15.7% | +7.7% |
| 3M | +15.5% | +2.2% | +13.3% | +14.9% |
| 6M | +3.4% | -5.7% | +9.1% | +4.1% |
| YTD | -2.2% | +2.8% | -5.0% | -3.1% |
| 1Y | +2.6% | -14.4% | +17.0% | +4.5% |
| 3Y | +27.5% | +52.2% | -24.7% | +16.5% |
| 5Y | -20.1% | +154.3% | -174.3% | -33.9% |
| 10Y | +39.1% | +545.9% | -506.8% | -4.0% |
| All | +7,830.4% | +11,050.0% | -3,219.6% | +2,531.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling