+138.8%
MLM vs PHM
+670.5%
-531.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -0.9% | -4.1% | +3.3% | +0.9% |
| 30D | +9.0% | +16.1% | -7.1% | +2.0% |
| 3M | -5.6% | -2.5% | -3.1% | -4.8% |
| 6M | -10.7% | +12.9% | -23.6% | -15.6% |
| YTD | -17.2% | +9.0% | -26.2% | -20.8% |
| 1Y | -14.2% | +8.2% | -22.4% | -17.9% |
| 3Y | +15.6% | +58.4% | -42.8% | -9.2% |
| 5Y | +26.2% | +159.2% | -132.9% | -22.7% |
| All | +138.8% | +670.5% | -531.8% | -12.1% |
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 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