+492.6%
MTZ vs PHM
+746.3%
-253.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.0% | +7.6% |
| 7D | -2.4% | +3.5% | -5.9% | -4.5% |
| 30D | -11.1% | +21.2% | -32.3% | -18.8% |
| 3M | -30.6% | +2.5% | -33.1% | -32.3% |
| 6M | -54.4% | +16.1% | -70.5% | -58.1% |
| YTD | -13.0% | +16.6% | -29.7% | -21.1% |
| 1Y | -5.7% | +14.4% | -20.1% | -14.0% |
| 3Y | +297.2% | +71.9% | +225.3% | +190.7% |
| 5Y | +95.9% | +174.3% | -78.5% | +9.6% |
| 10Y | +492.6% | +744.0% | -251.4% | +78.8% |
| All | +492.6% | +746.3% | -253.7% | +78.8% |
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