+1,116.6%
MPC vs PHM
+572.0%
+544.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +5.4% | -3.2% | +8.6% | +6.7% |
| 30D | +31.0% | -6.4% | +37.4% | +33.9% |
| 3M | +46.0% | +5.5% | +40.5% | +40.9% |
| 6M | +77.3% | -5.4% | +82.8% | +76.8% |
| YTD | +141.9% | +6.6% | +135.3% | +128.3% |
| 1Y | +120.9% | -8.8% | +129.8% | +121.4% |
| 3Y | +182.7% | +54.1% | +128.6% | +113.6% |
| 5Y | +646.4% | +144.5% | +502.0% | +324.1% |
| All | +1,116.6% | +572.0% | +544.6% | +329.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling