+72,065.9%
MU vs PHM
+12,230.3%
+59,835.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.1% | +5.8% |
| 7D | -22.0% | +6.2% | -28.2% | -24.2% |
| 30D | -36.6% | +17.9% | -54.5% | -41.0% |
| 3M | -21.7% | +2.5% | -24.2% | -23.4% |
| 6M | +3.5% | +10.8% | -7.2% | -2.3% |
| YTD | +141.9% | +13.7% | +128.2% | +124.4% |
| 1Y | +189.8% | +12.4% | +177.5% | +169.4% |
| 3Y | +855.4% | +65.6% | +789.7% | +647.4% |
| 5Y | +869.2% | +175.3% | +693.8% | +515.1% |
| 10Y | +4,142.8% | +713.9% | +3,428.9% | +1,580.4% |
| All | +72,065.9% | +12,230.3% | +59,835.6% | +6,984.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling