+808.1%
MOD vs PHM
+684.3%
+123.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.9% | +1.0% | -1.1% |
| 7D | -17.8% | +2.9% | -20.8% | -19.8% |
| 30D | -43.2% | +16.5% | -59.7% | -48.2% |
| 3M | -46.0% | +0.6% | -46.7% | -47.4% |
| 6M | -62.2% | +11.6% | -73.8% | -65.3% |
| YTD | -22.8% | +12.1% | -34.9% | -29.0% |
| 1Y | -35.5% | +9.6% | -45.1% | -40.0% |
| 3Y | +128.2% | +62.3% | +66.0% | +72.9% |
| 5Y | +791.6% | +170.4% | +621.2% | +423.3% |
| All | +808.1% | +684.3% | +123.9% | +316.1% |
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