+143.4%
MLM vs PHM
+709.0%
-565.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +1.2% |
| 7D | -2.9% | +2.9% | -5.8% | -4.2% |
| 30D | +10.4% | +16.5% | -6.1% | +3.1% |
| 3M | -3.7% | +0.6% | -4.4% | -4.3% |
| 6M | -10.3% | +11.6% | -21.8% | -14.7% |
| YTD | -14.8% | +12.1% | -26.9% | -19.5% |
| 1Y | -13.9% | +9.6% | -23.5% | -18.0% |
| 3Y | +18.4% | +62.3% | -43.9% | -8.0% |
| 5Y | +31.8% | +170.4% | -138.6% | -20.8% |
| 10Y | +143.4% | +683.0% | -539.6% | -12.2% |
| All | +143.4% | +709.0% | -565.5% | -12.2% |
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