-18.0%
MDT vs PHM
+155.2%
-173.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.4% |
| 7D | -0.3% | -3.9% | +3.5% | +0.5% |
| 30D | +2.8% | -8.6% | +11.3% | +4.6% |
| 3M | +13.1% | -2.9% | +16.0% | +13.6% |
| 6M | +2.3% | -5.7% | +8.0% | +3.1% |
| YTD | -2.7% | +1.9% | -4.5% | -3.7% |
| 1Y | +0.9% | -12.3% | +13.2% | +2.7% |
| 3Y | +26.8% | +50.8% | -23.9% | +13.0% |
| All | -18.0% | +155.2% | -173.3% | -37.7% |
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