+130.3%
MRK vs PHM
+149.8%
-19.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.6% |
| 7D | -5.0% | -6.4% | +1.3% | -4.2% |
| 30D | +11.0% | -12.1% | +23.0% | +12.9% |
| 3M | +22.4% | -1.5% | +23.9% | +22.7% |
| 6M | +25.4% | -6.0% | +31.4% | +26.2% |
| YTD | +39.5% | -0.3% | +39.8% | +39.4% |
| 1Y | +78.0% | -13.3% | +91.3% | +80.5% |
| 3Y | +45.5% | +47.6% | -2.0% | +40.9% |
| 5Y | +130.3% | +154.7% | -24.5% | +115.6% |
| All | +130.3% | +149.8% | -19.6% | +115.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling