+2,274.1%
MTZ vs PHM
+12,230.3%
-9,956.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.0% | +11.5% | +10.2% |
| 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% | -34.0% |
| 6M | -59.8% | +10.8% | -70.6% | -61.8% |
| YTD | -19.9% | +13.7% | -33.6% | -25.0% |
| 1Y | -11.5% | +12.4% | -23.8% | -16.9% |
| 3Y | +258.1% | +65.6% | +192.4% | +190.6% |
| 5Y | +85.5% | +175.3% | -89.8% | +24.0% |
| 10Y | +492.2% | +713.9% | -221.7% | +172.4% |
| All | +2,274.1% | +12,230.3% | -9,956.2% | +476.6% |
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