+8,801.5%
MDT vs PHM
+11,720.3%
-2,918.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +1.0% | -4.1% | +5.2% | +1.7% |
| 30D | +9.2% | +16.1% | -7.0% | +6.5% |
| 3M | +14.5% | -2.5% | +17.0% | +14.9% |
| 6M | +37.3% | +12.9% | +24.4% | +34.3% |
| YTD | +9.8% | +9.0% | +0.8% | +7.7% |
| 1Y | +10.5% | +8.2% | +2.4% | +8.4% |
| 3Y | +57.4% | +58.4% | -1.0% | +43.1% |
| 5Y | +1.2% | +159.2% | -158.0% | -16.6% |
| 10Y | +63.2% | +676.9% | -613.6% | +9.5% |
| All | +8,801.5% | +11,720.3% | -2,918.8% | +2,824.1% |
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