+243.8%
MET vs PHM
+568.1%
-324.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.2% |
| 7D | -0.5% | -5.0% | +4.5% | +1.2% |
| 30D | +0.5% | -8.4% | +8.9% | +3.4% |
| 3M | +11.6% | -4.4% | +16.0% | +12.5% |
| 6M | +40.8% | -3.7% | +44.5% | +41.0% |
| YTD | +25.7% | +1.3% | +24.4% | +23.1% |
| 1Y | +24.4% | -14.0% | +38.4% | +28.7% |
| 3Y | +67.5% | +48.1% | +19.3% | +37.4% |
| 5Y | +85.8% | +158.8% | -73.0% | +17.5% |
| All | +243.8% | +568.1% | -324.3% | +53.1% |
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 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