+4,407.5%
MU vs PHM
+670.5%
+3,737.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +12.8% | -4.1% | +16.9% | +14.7% |
| 30D | -14.9% | +16.1% | -31.0% | -20.9% |
| 3M | -18.0% | -2.5% | -15.5% | -18.3% |
| 6M | -3.1% | +12.9% | -16.0% | -9.9% |
| YTD | +172.9% | +9.0% | +163.9% | +154.9% |
| 1Y | +228.8% | +8.2% | +220.7% | +207.3% |
| 3Y | +950.8% | +58.4% | +892.4% | +698.8% |
| 5Y | +931.3% | +159.2% | +772.1% | +508.6% |
| All | +4,407.5% | +670.5% | +3,737.0% | +1,483.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling