+206.1%
MXL vs PHM
+47.0%
+159.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.6% |
| 7D | +16.6% | -6.4% | +23.0% | +18.1% |
| 30D | +0.5% | -12.1% | +12.6% | +3.0% |
| 3M | -3.6% | -1.5% | -2.1% | -4.5% |
| 6M | +328.0% | -6.0% | +334.0% | +324.4% |
| YTD | +297.8% | -0.3% | +298.1% | +285.9% |
| 1Y | +339.4% | -13.3% | +352.8% | +344.8% |
| All | +206.1% | +47.0% | +159.1% | +141.0% |
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