+4,277.4%
MU vs PHM
+709.0%
+3,568.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | +0.4% |
| 7D | -15.2% | +2.9% | -18.1% | -16.4% |
| 30D | -29.5% | +16.5% | -46.0% | -34.5% |
| 3M | -15.8% | +0.6% | -16.4% | -17.1% |
| 6M | -2.9% | +11.6% | -14.5% | -9.2% |
| YTD | +154.2% | +12.1% | +142.1% | +135.0% |
| 1Y | +186.6% | +9.6% | +177.0% | +166.6% |
| 3Y | +871.5% | +62.3% | +809.2% | +632.5% |
| 5Y | +911.7% | +170.4% | +741.3% | +488.1% |
| 10Y | +4,277.4% | +683.0% | +3,594.4% | +1,475.4% |
| All | +4,277.4% | +709.0% | +3,568.4% | +1,475.4% |
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