+206.2%
MLM vs PHM
+572.0%
-365.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -2.9% | -3.2% | +0.3% | -1.5% |
| 30D | -6.8% | -6.4% | -0.4% | -4.1% |
| 3M | -11.2% | +5.5% | -16.7% | -13.3% |
| 6M | -21.8% | -5.4% | -16.4% | -20.2% |
| YTD | -17.0% | +6.6% | -23.6% | -19.6% |
| 1Y | -16.4% | -8.8% | -7.5% | -13.8% |
| 3Y | +14.5% | +54.1% | -39.6% | -8.9% |
| 5Y | +41.7% | +144.5% | -102.7% | -10.9% |
| All | +206.2% | +572.0% | -365.8% | +19.5% |
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 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