+287.6%
MP vs PHM
+290.9%
-3.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +9.5% | -4.1% | +13.6% | +11.5% |
| 30D | -3.0% | +16.1% | -19.1% | -9.9% |
| 3M | -30.4% | -2.5% | -27.9% | -30.1% |
| 6M | -39.2% | +12.9% | -52.1% | -43.7% |
| YTD | -23.3% | +9.0% | -32.3% | -28.8% |
| 1Y | -32.6% | +8.2% | -40.8% | -37.6% |
| 3Y | +159.3% | +58.4% | +100.8% | +85.1% |
| 5Y | -16.4% | +159.2% | -175.6% | -57.2% |
| All | +287.6% | +290.9% | -3.3% | +72.5% |
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