+3,151.0%
MLM vs PHM
+3,738.7%
-587.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -5.0% |
| 7D | -1.2% | +8.7% | -9.9% | -4.1% |
| 30D | +7.9% | +16.4% | -8.5% | +2.3% |
| 3M | -4.5% | +1.8% | -6.3% | -5.2% |
| 6M | -12.6% | +15.1% | -27.7% | -16.9% |
| YTD | -14.9% | +16.0% | -30.9% | -19.4% |
| 1Y | -13.1% | +14.1% | -27.2% | -17.4% |
| 3Y | +21.2% | +65.9% | -44.7% | -0.6% |
| 5Y | +32.0% | +180.9% | -148.9% | -11.1% |
| 10Y | +195.3% | +730.3% | -534.9% | +32.0% |
| All | +3,151.0% | +3,738.7% | -587.7% | +651.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling