+157.9%
MTZ vs PHM
+145.9%
+11.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | -3.2% | +1.6% | -0.5% |
| 30D | -11.1% | -6.4% | -4.6% | -9.1% |
| 3M | -36.7% | +5.5% | -42.2% | -38.4% |
| 6M | -21.9% | -5.4% | -16.5% | -21.2% |
| YTD | +9.1% | +6.6% | +2.5% | +4.8% |
| 1Y | +30.0% | -8.8% | +38.8% | +31.9% |
| 3Y | +138.5% | +54.1% | +84.3% | +90.9% |
| All | +157.9% | +145.9% | +11.9% | +59.6% |
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