+739.9%
MTZ vs PHM
+540.0%
+199.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -3.5% | +7.3% | +5.3% |
| 7D | +3.6% | -2.5% | +6.0% | +4.5% |
| 30D | -9.6% | -9.7% | 0.0% | -6.0% |
| 3M | -31.9% | +2.2% | -34.2% | -33.3% |
| 6M | -13.8% | -5.7% | -8.1% | -12.8% |
| YTD | +13.3% | +2.8% | +10.4% | +9.4% |
| 1Y | +39.3% | -14.4% | +53.7% | +45.2% |
| 3Y | +168.3% | +52.2% | +116.1% | +107.9% |
| 5Y | +166.4% | +154.3% | +12.1% | +54.7% |
| 10Y | +739.9% | +545.9% | +194.1% | +193.4% |
| All | +739.9% | +540.0% | +199.9% | +193.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling