+595.4%
MTUM vs PHM
+649.9%
-54.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.4% |
| 7D | +1.2% | -6.4% | +7.6% | +3.0% |
| 30D | -1.7% | -12.1% | +10.4% | +1.6% |
| 3M | -0.5% | -1.5% | +1.1% | -0.7% |
| 6M | +22.3% | -6.0% | +28.4% | +23.4% |
| YTD | +21.4% | -0.3% | +21.7% | +20.0% |
| 1Y | +20.0% | -13.3% | +33.4% | +22.8% |
| 3Y | +113.0% | +47.6% | +65.4% | +82.4% |
| 5Y | +77.3% | +154.7% | -77.5% | +26.3% |
| 10Y | +350.5% | +552.4% | -202.0% | +136.6% |
| All | +595.4% | +649.9% | -54.5% | +247.9% |
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