+1,371.2%
MU vs PHM
+61.0%
+1,310.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.1% |
| 7D | +9.0% | -3.2% | +12.2% | +10.1% |
| 30D | +13.8% | -6.4% | +20.3% | +16.0% |
| 3M | +2.1% | +5.5% | -3.4% | -0.6% |
| 6M | +153.8% | -5.4% | +159.3% | +155.3% |
| YTD | +256.4% | +6.6% | +249.8% | +242.3% |
| 1Y | +719.8% | -8.8% | +728.6% | +730.4% |
| All | +1,371.2% | +61.0% | +1,310.3% | +1,045.3% |
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 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