+145.7%
MP vs PHM
+62.4%
+83.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +1.0% |
| 7D | +2.3% | -4.8% | +7.0% | +3.7% |
| 30D | -15.3% | +16.5% | -31.8% | -19.2% |
| 3M | -33.5% | -2.0% | -31.5% | -33.4% |
| 6M | -45.5% | +12.7% | -58.2% | -48.1% |
| YTD | -27.3% | +11.2% | -38.4% | -31.3% |
| 1Y | -40.7% | +7.7% | -48.5% | -43.6% |
| All | +145.7% | +62.4% | +83.3% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling