+40.4%
MXL vs PHM
+156.2%
-115.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.6% | +6.0% | +6.9% |
| 7D | +18.9% | -5.0% | +23.8% | +21.4% |
| 30D | +0.3% | -8.4% | +8.8% | +4.1% |
| 3M | -8.0% | -4.4% | -3.6% | -8.0% |
| 6M | +341.2% | -3.7% | +345.0% | +333.6% |
| YTD | +327.8% | +1.3% | +326.5% | +307.1% |
| 1Y | +364.9% | -14.0% | +378.9% | +382.1% |
| 3Y | +229.2% | +48.1% | +181.1% | +120.7% |
| All | +40.4% | +156.2% | -115.8% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling