+10.2%
MTUM vs PHM
+16.2%
-6.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.2% | -9.1% | -2.4% |
| 7D | -10.1% | +13.6% | -23.7% | -11.0% |
| 30D | -15.6% | +19.3% | -34.9% | -16.8% |
| 3M | -12.7% | +3.5% | -16.2% | -12.5% |
| 6M | -3.7% | +18.6% | -22.3% | -6.3% |
| YTD | +9.4% | +16.7% | -7.3% | +5.8% |
| 1Y | +10.2% | +14.6% | -4.4% | +6.6% |
| All | +10.2% | +16.2% | -6.0% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling