+19.7%
MLM vs PHM
+70.2%
-50.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +1.4% |
| 7D | -3.8% | +3.5% | -7.3% | -5.3% |
| 30D | +11.0% | +21.2% | -10.2% | +2.1% |
| 3M | -3.1% | +2.5% | -5.5% | -4.4% |
| 6M | -9.8% | +16.1% | -25.9% | -15.5% |
| YTD | -14.4% | +16.6% | -31.0% | -20.1% |
| 1Y | -12.6% | +14.4% | -27.0% | -17.9% |
| 3Y | +19.7% | +71.9% | -52.1% | -6.5% |
| All | +19.7% | +70.2% | -50.5% | -6.5% |
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 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