+833.2%
MOD vs PHM
+160.8%
+672.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.5% |
| 7D | +16.1% | -6.1% | +22.2% | +19.8% |
| 30D | -38.5% | +13.7% | -52.2% | -44.0% |
| 3M | -46.8% | -1.5% | -45.3% | -47.7% |
| 6M | -61.6% | +11.3% | -72.9% | -65.2% |
| YTD | -20.5% | +8.9% | -29.5% | -27.1% |
| 1Y | -28.0% | +6.1% | -34.1% | -32.9% |
| 3Y | +134.9% | +57.7% | +77.3% | +66.9% |
| 5Y | +833.2% | +159.0% | +674.2% | +361.0% |
| All | +833.2% | +160.8% | +672.3% | +361.0% |
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 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