+163.8%
MPC vs PHM
+64.3%
+99.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.1% |
| 7D | -16.2% | +6.2% | -22.4% | -16.7% |
| 30D | -15.7% | +17.9% | -33.7% | -17.2% |
| 3M | +24.9% | +2.5% | +22.4% | +24.5% |
| 6M | +52.7% | +10.8% | +41.9% | +49.5% |
| YTD | +131.9% | +13.7% | +118.1% | +123.7% |
| 1Y | +96.6% | +12.4% | +84.3% | +90.1% |
| 3Y | +163.8% | +65.6% | +98.1% | +110.3% |
| All | +163.8% | +64.3% | +99.4% | +110.3% |
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 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