+74.8%
MTZ vs PHM
+175.2%
-100.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.0% | +11.5% | +10.1% |
| 7D | -6.4% | +6.2% | -12.6% | -8.8% |
| 30D | -22.1% | +17.9% | -40.0% | -26.8% |
| 3M | -32.7% | +2.5% | -35.2% | -33.9% |
| 6M | -59.8% | +10.8% | -70.6% | -61.9% |
| YTD | -19.9% | +13.7% | -33.6% | -25.4% |
| 1Y | -11.5% | +12.4% | -23.8% | -17.3% |
| 3Y | +258.1% | +65.6% | +192.4% | +177.8% |
| All | +74.8% | +175.2% | -100.4% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling