+1,209.8%
MET vs PHM
+2,908.8%
-1,699.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.7% |
| 7D | +1.2% | -3.2% | +4.3% | +2.4% |
| 30D | +1.4% | -6.4% | +7.8% | +3.8% |
| 3M | +17.7% | +5.5% | +12.2% | +14.4% |
| 6M | +35.0% | -5.4% | +40.4% | +36.2% |
| YTD | +26.3% | +6.6% | +19.7% | +21.3% |
| 1Y | +22.8% | -8.8% | +31.7% | +24.6% |
| 3Y | +65.9% | +54.1% | +11.8% | +32.8% |
| 5Y | +85.4% | +144.5% | -59.1% | +18.4% |
| 10Y | +253.7% | +569.4% | -315.7% | +40.4% |
| All | +1,209.8% | +2,908.8% | -1,699.0% | +104.9% |
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