+127.0%
MP vs PHM
+64.3%
+62.6%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.0% | +6.9% | +5.5% |
| 7D | -10.5% | +6.2% | -16.7% | -12.2% |
| 30D | -23.5% | +17.9% | -41.5% | -27.3% |
| 3M | -25.4% | +2.5% | -27.9% | -26.3% |
| 6M | -51.3% | +10.8% | -62.1% | -53.3% |
| YTD | -29.9% | +13.7% | -43.6% | -34.2% |
| 1Y | -31.8% | +12.4% | -44.2% | -36.0% |
| 3Y | +127.0% | +65.6% | +61.3% | +27.0% |
| All | +127.0% | +64.3% | +62.6% | +27.0% |
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