+2,968.0%
MPC vs PHM
+1,956.1%
+1,011.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | -16.2% | +6.2% | -22.4% | -18.3% |
| 30D | -15.7% | +17.9% | -33.7% | -21.1% |
| 3M | +24.9% | +2.5% | +22.4% | +22.3% |
| 6M | +52.7% | +10.8% | +41.9% | +43.5% |
| YTD | +131.9% | +13.7% | +118.1% | +112.9% |
| 1Y | +96.6% | +12.4% | +84.3% | +81.0% |
| 3Y | +163.8% | +65.6% | +98.1% | +100.8% |
| 5Y | +533.1% | +175.3% | +357.8% | +270.6% |
| 10Y | +1,118.6% | +713.9% | +404.7% | +353.7% |
| All | +2,968.0% | +1,956.1% | +1,011.8% | +713.4% |
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