+3,134.4%
MTZ vs PHM
+11,456.8%
-8,322.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | -3.2% | +1.6% | -0.6% |
| 30D | -11.1% | -6.4% | -4.6% | -9.3% |
| 3M | -36.7% | +5.5% | -42.2% | -38.2% |
| 6M | -21.9% | -5.4% | -16.5% | -21.2% |
| YTD | +9.1% | +6.6% | +2.5% | +5.4% |
| 1Y | +30.0% | -8.8% | +38.8% | +31.6% |
| 3Y | +138.5% | +54.1% | +84.3% | +99.5% |
| 5Y | +158.3% | +144.5% | +13.9% | +81.1% |
| 10Y | +700.8% | +569.4% | +131.4% | +295.4% |
| All | +3,134.4% | +11,456.8% | -8,322.4% | +710.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling