+6,169.9%
MU vs PHM
+545.0%
+5,624.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.1% |
| 7D | +7.5% | -3.9% | +11.4% | +9.2% |
| 30D | +19.4% | -8.6% | +27.9% | +23.6% |
| 3M | +9.8% | -2.9% | +12.8% | +10.2% |
| 6M | +164.1% | -5.7% | +169.8% | +166.9% |
| YTD | +260.3% | +1.9% | +258.5% | +250.3% |
| 1Y | +661.2% | -12.3% | +673.5% | +685.5% |
| 3Y | +1,380.8% | +50.8% | +1,330.1% | +1,060.7% |
| 5Y | +1,346.4% | +157.3% | +1,189.1% | +770.0% |
| 10Y | +6,169.9% | +566.5% | +5,603.4% | +2,384.2% |
| All | +6,169.9% | +545.0% | +5,624.9% | +2,384.2% |
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