+302.4%
MXL vs PHM
+568.1%
-265.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +6.0% | +6.8% |
| 7D | +18.9% | -5.0% | +23.8% | +21.8% |
| 30D | +0.3% | -8.4% | +8.8% | +4.6% |
| 3M | -8.0% | -4.4% | -3.6% | -7.9% |
| 6M | +341.2% | -3.7% | +345.0% | +334.2% |
| YTD | +327.8% | +1.3% | +326.5% | +307.7% |
| 1Y | +364.9% | -14.0% | +378.9% | +383.5% |
| 3Y | +229.2% | +48.1% | +181.1% | +133.4% |
| 5Y | +42.8% | +158.8% | -116.0% | -29.1% |
| All | +302.4% | +568.1% | -265.7% | +27.5% |
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 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