-41.1%
MP vs PHM
+8.8%
-50.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.9% | +0.5% | -3.1% |
| 7D | -3.6% | +2.9% | -6.6% | -3.8% |
| 30D | -21.0% | +16.5% | -37.5% | -22.2% |
| 3M | -33.3% | +0.6% | -33.9% | -33.7% |
| 6M | -45.9% | +11.6% | -57.5% | -46.8% |
| YTD | -27.8% | +12.1% | -39.9% | -29.6% |
| All | -41.1% | +8.8% | -50.0% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling