+79.1%
MTUM vs PHM
+156.2%
-77.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.9% |
| 7D | +0.7% | -5.0% | +5.7% | +1.9% |
| 30D | -2.4% | -8.4% | +6.0% | -0.5% |
| 3M | -3.6% | -4.4% | +0.8% | -3.2% |
| 6M | +23.7% | -3.7% | +27.4% | +23.8% |
| YTD | +22.9% | +1.3% | +21.6% | +20.9% |
| 1Y | +21.8% | -14.0% | +35.8% | +24.6% |
| 3Y | +114.4% | +48.1% | +66.3% | +80.9% |
| All | +79.1% | +156.2% | -77.0% | +21.7% |
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