+7,983.2%
MDT vs PHM
+11,456.8%
-3,473.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +3.2% | -3.2% | +6.4% | +3.8% |
| 30D | +9.5% | -6.4% | +15.9% | +10.7% |
| 3M | +16.0% | +5.5% | +10.5% | +14.8% |
| 6M | +0.2% | -5.4% | +5.7% | +0.8% |
| YTD | -0.3% | +6.6% | -6.9% | -1.8% |
| 1Y | +4.7% | -8.8% | +13.6% | +5.6% |
| 3Y | +26.5% | +54.1% | -27.6% | +15.4% |
| 5Y | -18.2% | +144.5% | -162.7% | -32.0% |
| 10Y | +40.0% | +569.4% | -529.4% | -4.0% |
| All | +7,983.2% | +11,456.8% | -3,473.6% | +2,566.5% |
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