+3,099.6%
MMM vs PHM
+12,230.3%
-9,130.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.0% |
| 7D | +6.2% | +6.2% | 0.0% | +5.0% |
| 30D | +14.2% | +17.9% | -3.7% | +10.6% |
| 3M | +2.9% | +2.5% | +0.4% | +2.3% |
| 6M | +27.6% | +10.8% | +16.8% | +24.7% |
| YTD | +17.3% | +13.7% | +3.6% | +13.9% |
| 1Y | +15.1% | +12.4% | +2.7% | +12.0% |
| 3Y | +157.1% | +65.6% | +91.5% | +130.2% |
| 5Y | +45.1% | +175.3% | -130.2% | +16.3% |
| 10Y | +83.9% | +713.9% | -630.1% | +16.4% |
| All | +3,099.6% | +12,230.3% | -9,130.8% | +968.0% |
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