+76.3%
MMM vs PHM
+670.5%
-594.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.4% | -4.1% | +3.7% | +0.8% |
| 30D | +12.1% | +16.1% | -4.0% | +7.3% |
| 3M | +1.4% | -2.5% | +3.9% | +2.0% |
| 6M | +26.6% | +12.9% | +13.7% | +21.6% |
| YTD | +16.8% | +9.0% | +7.8% | +13.0% |
| 1Y | +10.1% | +8.2% | +1.9% | +6.6% |
| 3Y | +158.4% | +58.4% | +100.0% | +120.7% |
| 5Y | +43.1% | +159.2% | -116.1% | +4.0% |
| All | +76.3% | +670.5% | -594.2% | -1.5% |
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 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