+10,701.6%
PHM vs MKC
+3,364.7%
+7,336.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -2.5% | -4.3% | +1.9% | -0.8% |
| 30D | -9.7% | -2.0% | -7.7% | -9.0% |
| 3M | +2.2% | +10.0% | -7.8% | -1.9% |
| 6M | -5.7% | -18.5% | +12.8% | +1.2% |
| YTD | +2.8% | -22.4% | +25.3% | +12.1% |
| 1Y | -14.4% | -23.6% | +9.2% | -6.3% |
| 3Y | +52.2% | -30.4% | +82.7% | +70.6% |
| 5Y | +154.3% | -34.2% | +188.4% | +187.5% |
| 10Y | +545.9% | +26.8% | +519.0% | +462.7% |
| All | +10,701.6% | +3,364.7% | +7,336.9% | +4,115.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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