+82.3%
MET vs PHM
+152.6%
-70.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -0.8% | -3.9% | +3.1% | +0.2% |
| 30D | -1.4% | -8.6% | +7.2% | +0.8% |
| 3M | +12.5% | -2.9% | +15.4% | +12.7% |
| 6M | +37.1% | -5.7% | +42.8% | +38.0% |
| YTD | +23.8% | +1.9% | +21.9% | +21.8% |
| 1Y | +24.1% | -12.3% | +36.4% | +26.6% |
| 3Y | +65.2% | +50.8% | +14.4% | +42.6% |
| 5Y | +82.3% | +157.3% | -75.0% | +26.5% |
| All | +82.3% | +152.6% | -70.3% | +26.5% |
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 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