+264.6%
MP vs PHM
+302.0%
-37.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -1.7% |
| 7D | -3.6% | +2.9% | -6.6% | -5.1% |
| 30D | -21.0% | +16.5% | -37.5% | -26.6% |
| 3M | -33.3% | +0.6% | -33.9% | -33.9% |
| 6M | -45.9% | +11.6% | -57.5% | -49.6% |
| YTD | -27.8% | +12.1% | -39.9% | -33.8% |
| 1Y | -43.2% | +9.6% | -52.8% | -47.6% |
| 3Y | +144.0% | +62.3% | +81.8% | +72.5% |
| 5Y | -6.1% | +170.4% | -176.5% | -52.8% |
| All | +264.6% | +302.0% | -37.4% | +60.4% |
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 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