+950.8%
MU vs PHM
+59.3%
+891.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | +12.8% | -4.1% | +16.9% | +14.0% |
| 30D | -14.9% | +16.1% | -31.0% | -19.1% |
| 3M | -18.0% | -2.5% | -15.5% | -17.9% |
| 6M | -3.1% | +12.9% | -16.0% | -8.2% |
| YTD | +172.9% | +9.0% | +163.9% | +158.7% |
| 1Y | +228.8% | +8.2% | +220.7% | +211.8% |
| 3Y | +950.8% | +58.4% | +892.4% | +683.5% |
| All | +950.8% | +59.3% | +891.6% | +683.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling