+1,285.4%
MET vs PHM
+2,977.4%
-1,692.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +4.5% | -4.1% | +8.6% | +6.1% |
| 30D | +3.5% | +16.1% | -12.6% | -2.4% |
| 3M | +5.9% | -2.5% | +8.4% | +6.3% |
| 6M | +33.1% | +12.9% | +20.2% | +25.4% |
| YTD | +33.6% | +9.0% | +24.6% | +26.5% |
| 1Y | +32.7% | +8.2% | +24.5% | +25.9% |
| 3Y | +85.0% | +58.4% | +26.6% | +46.3% |
| 5Y | +85.6% | +159.2% | -73.6% | +15.6% |
| 10Y | +198.8% | +676.9% | -478.0% | +11.7% |
| All | +1,285.4% | +2,977.4% | -1,692.0% | +113.8% |
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