+19.3%
MLM vs PHM
+64.3%
-45.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.0% |
| 7D | -4.1% | +6.2% | -10.3% | -6.6% |
| 30D | +8.2% | +17.9% | -9.8% | +0.7% |
| 3M | -3.6% | +2.5% | -6.1% | -4.9% |
| 6M | -15.6% | +10.8% | -26.3% | -19.3% |
| YTD | -16.4% | +13.7% | -30.1% | -21.1% |
| 1Y | -14.3% | +12.4% | -26.7% | -18.9% |
| 3Y | +19.3% | +65.6% | -46.3% | -4.2% |
| All | +19.3% | +64.3% | -45.0% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling