+117.2%
MPC vs PHM
+16.2%
+101.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +7.2% | -15.3% | -6.3% |
| 7D | -10.9% | +13.6% | -24.5% | -8.0% |
| 30D | -9.4% | +19.3% | -28.7% | -5.5% |
| 3M | +26.0% | +3.5% | +22.5% | +28.2% |
| 6M | +56.5% | +18.6% | +37.9% | +62.0% |
| YTD | +144.3% | +16.7% | +127.6% | +149.1% |
| 1Y | +117.2% | +14.6% | +102.6% | +123.3% |
| All | +117.2% | +16.2% | +101.0% | +123.3% |
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