+906.4%
MOD vs PHM
+700.3%
+206.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.6% |
| 7D | -25.5% | +6.2% | -31.8% | -28.6% |
| 30D | -49.0% | +17.9% | -66.9% | -53.8% |
| 3M | -49.8% | +2.5% | -52.3% | -51.5% |
| 6M | -64.8% | +10.8% | -75.6% | -67.5% |
| YTD | -27.6% | +13.7% | -41.4% | -33.9% |
| 1Y | -35.2% | +12.4% | -47.6% | -40.4% |
| 3Y | +137.1% | +65.6% | +71.5% | +78.0% |
| 5Y | +760.3% | +175.3% | +584.9% | +401.4% |
| All | +906.4% | +700.3% | +206.0% | +353.1% |
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