-31.8%
MP vs PHM
+11.3%
-43.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.9% | +5.1% |
| 7D | -10.5% | +6.2% | -16.7% | -11.0% |
| 30D | -23.5% | +17.9% | -41.5% | -24.9% |
| 3M | -25.4% | +2.5% | -27.9% | -26.1% |
| 6M | -51.3% | +10.8% | -62.1% | -52.0% |
| YTD | -29.9% | +13.7% | -43.6% | -31.8% |
| 1Y | -31.8% | +12.4% | -44.2% | -33.1% |
| All | -31.8% | +11.3% | -43.1% | -33.1% |
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