+255.6%
MXL vs PHM
+1,122.4%
-866.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.5% | +9.5% | +7.5% |
| 7D | +15.5% | -2.5% | +18.0% | +16.6% |
| 30D | -11.3% | -9.7% | -1.7% | -7.6% |
| 3M | -16.1% | +2.2% | -18.3% | -18.4% |
| 6M | +323.0% | -5.7% | +328.7% | +321.8% |
| YTD | +281.5% | +2.8% | +278.7% | +265.4% |
| 1Y | +319.3% | -14.4% | +333.7% | +334.7% |
| 3Y | +189.4% | +52.2% | +137.2% | +121.2% |
| 5Y | +26.0% | +154.3% | -128.3% | -24.1% |
| 10Y | +243.5% | +545.9% | -302.4% | +40.4% |
| All | +255.6% | +1,122.4% | -866.8% | +0.8% |
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