+445.3%
MP vs PHM
+282.2%
+163.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | -2.9% | -3.2% | +0.3% | -1.4% |
| 30D | +13.8% | -6.4% | +20.3% | +17.2% |
| 3M | -16.7% | +5.5% | -22.2% | -19.8% |
| 6M | -11.5% | -5.4% | -6.0% | -10.5% |
| YTD | +7.9% | +6.6% | +1.4% | +1.9% |
| 1Y | -15.0% | -8.8% | -6.2% | -14.3% |
| 3Y | +153.5% | +54.1% | +99.4% | +83.6% |
| 5Y | +58.7% | +144.5% | -85.8% | -15.8% |
| All | +445.3% | +282.2% | +163.1% | +146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling