+30.0%
MTZ vs PHM
-6.9%
+36.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | -3.2% | +1.6% | -1.1% |
| 30D | -11.1% | -6.4% | -4.6% | -10.2% |
| 3M | -36.7% | +5.5% | -42.2% | -37.8% |
| 6M | -21.9% | -5.4% | -16.5% | -22.4% |
| YTD | +9.1% | +6.6% | +2.5% | +7.1% |
| 1Y | +30.0% | -8.8% | +38.8% | +29.5% |
| All | +30.0% | -6.9% | +36.9% | +29.5% |
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