+37.0%
MDT vs PHM
+568.1%
-531.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | -3.4% | -5.0% | +1.6% | -2.2% |
| 30D | +0.2% | -8.4% | +8.7% | +2.4% |
| 3M | +14.3% | -4.4% | +18.7% | +15.2% |
| 6M | +4.0% | -3.7% | +7.7% | +4.4% |
| YTD | -3.7% | +1.3% | -5.0% | -4.8% |
| 1Y | -0.4% | -14.0% | +13.7% | +2.3% |
| 3Y | +23.3% | +48.1% | -24.8% | +7.2% |
| 5Y | -18.9% | +158.8% | -177.7% | -41.2% |
| All | +37.0% | +568.1% | -531.1% | -24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling