+839.8%
MOD vs PHM
+677.6%
+162.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.9% |
| 7D | +8.2% | -4.8% | +13.0% | +10.7% |
| 30D | -38.2% | +16.5% | -54.7% | -43.6% |
| 3M | -46.2% | -2.0% | -44.2% | -46.9% |
| 6M | -62.5% | +12.7% | -75.2% | -65.7% |
| YTD | -20.1% | +11.2% | -31.3% | -26.3% |
| 1Y | -29.7% | +7.7% | -37.4% | -34.1% |
| 3Y | +136.2% | +60.9% | +75.3% | +79.6% |
| 5Y | +820.4% | +167.7% | +652.7% | +442.5% |
| 10Y | +839.8% | +692.1% | +147.7% | +332.2% |
| All | +839.8% | +677.6% | +162.2% | +332.2% |
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