+1,082.7%
MOD vs PHM
+158.6%
+924.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.1% | +27.8% | +27.8% |
| 7D | +40.4% | -4.1% | +44.6% | +43.6% |
| 30D | -14.0% | +16.1% | -30.2% | -22.7% |
| 3M | -33.3% | -2.5% | -30.8% | -34.0% |
| 6M | -51.4% | +12.9% | -64.3% | -56.3% |
| YTD | +1.6% | +9.0% | -7.4% | -6.8% |
| 1Y | +5.4% | +8.2% | -2.8% | -2.9% |
| 3Y | +191.0% | +58.4% | +132.5% | +106.1% |
| All | +1,082.7% | +158.6% | +924.1% | +472.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling