-7.2%
MTZ vs PHM
+5.7%
-12.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.1% | -2.1% |
| 7D | +16.5% | -6.1% | +22.6% | +16.7% |
| 30D | -10.2% | +13.7% | -23.9% | -11.6% |
| 3M | -34.2% | -1.5% | -32.6% | -33.8% |
| 6M | -56.0% | +11.3% | -67.2% | -57.1% |
| YTD | -14.8% | +8.9% | -23.8% | -16.3% |
| 1Y | -7.2% | +6.1% | -13.3% | -7.8% |
| All | -7.2% | +5.7% | -12.9% | -7.8% |
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 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