+145.5%
MLM vs PHM
+677.6%
-532.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.4% |
| 7D | -5.8% | -4.8% | -1.1% | -3.8% |
| 30D | +9.8% | +16.5% | -6.7% | +2.6% |
| 3M | -5.2% | -2.0% | -3.2% | -4.7% |
| 6M | -10.3% | +12.7% | -22.9% | -15.1% |
| YTD | -15.5% | +11.2% | -26.6% | -19.8% |
| 1Y | -15.0% | +7.7% | -22.8% | -18.5% |
| 3Y | +17.5% | +60.9% | -43.4% | -8.3% |
| 5Y | +30.5% | +167.7% | -137.2% | -21.2% |
| 10Y | +145.5% | +692.1% | -546.6% | -11.0% |
| All | +145.5% | +677.6% | -532.1% | -11.0% |
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