+54.7%
MMM vs PHM
+545.0%
-490.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -0.9% | -1.6% |
| 7D | -2.6% | -3.9% | +1.3% | -1.5% |
| 30D | -9.3% | -8.6% | -0.7% | -7.0% |
| 3M | +5.6% | -2.9% | +8.5% | +6.2% |
| 6M | +9.5% | -5.7% | +15.2% | +10.8% |
| YTD | +4.1% | +1.9% | +2.3% | +2.9% |
| 1Y | +9.4% | -12.3% | +21.7% | +12.6% |
| 3Y | +101.0% | +50.8% | +50.2% | +74.3% |
| 5Y | +26.1% | +157.3% | -131.2% | -7.9% |
| 10Y | +54.7% | +566.5% | -511.8% | -13.4% |
| All | +54.7% | +545.0% | -490.2% | -13.4% |
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 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