+210.4%
MGY vs PHM
+434.4%
-224.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.3% |
| 7D | +3.5% | -5.0% | +8.5% | +5.1% |
| 30D | +5.3% | -8.4% | +13.7% | +7.8% |
| 3M | +2.6% | -4.4% | +7.1% | +3.0% |
| 6M | -3.3% | -3.7% | +0.5% | -4.2% |
| YTD | +29.2% | +1.3% | +27.9% | +25.4% |
| 1Y | +18.0% | -14.0% | +32.1% | +20.6% |
| 3Y | +30.0% | +48.1% | -18.1% | +6.8% |
| 5Y | +92.7% | +158.8% | -66.1% | +24.8% |
| All | +210.4% | +434.4% | -224.1% | +69.1% |
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