+274.5%
MP vs PHM
+290.6%
-16.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.0% | +4.0% | +2.8% |
| 7D | +11.0% | -6.1% | +17.1% | +14.0% |
| 30D | -11.7% | +13.7% | -25.5% | -17.2% |
| 3M | -30.8% | -1.5% | -29.3% | -30.8% |
| 6M | -42.9% | +11.3% | -54.2% | -46.8% |
| YTD | -25.9% | +8.9% | -34.8% | -31.1% |
| 1Y | -37.3% | +6.1% | -43.4% | -41.4% |
| 3Y | +150.7% | +57.7% | +93.0% | +79.4% |
| 5Y | -19.3% | +159.0% | -178.2% | -58.6% |
| All | +274.5% | +290.6% | -16.1% | +66.7% |
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