+1,106.2%
MPC vs PHM
+746.3%
+359.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +3.7% |
| 7D | -9.4% | +3.5% | -12.9% | -10.8% |
| 30D | -14.3% | +21.2% | -35.5% | -20.8% |
| 3M | +31.1% | +2.5% | +28.6% | +28.4% |
| 6M | +60.3% | +16.1% | +44.2% | +47.5% |
| YTD | +142.5% | +16.6% | +125.9% | +119.3% |
| 1Y | +104.6% | +14.4% | +90.2% | +86.0% |
| 3Y | +191.7% | +71.9% | +119.8% | +110.9% |
| 5Y | +549.2% | +174.3% | +374.9% | +250.1% |
| 10Y | +1,106.2% | +744.0% | +362.2% | +305.3% |
| All | +1,106.2% | +746.3% | +359.9% | +305.3% |
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 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