+11,351.0%
PHM vs MTB
+7,638.9%
+3,712.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.3% |
| 7D | -4.1% | +1.5% | -5.7% | -5.0% |
| 30D | +16.1% | +2.3% | +13.8% | +14.8% |
| 3M | -2.5% | -12.1% | +9.6% | +5.2% |
| 6M | +12.9% | +9.8% | +3.1% | +6.9% |
| YTD | +9.0% | +12.0% | -3.0% | +1.9% |
| 1Y | +8.2% | +22.0% | -13.9% | -3.8% |
| 3Y | +58.4% | +107.6% | -49.2% | 0.0% |
| 5Y | +159.2% | +61.9% | +97.3% | +78.3% |
| 10Y | +676.9% | +116.3% | +560.5% | +275.4% |
| All | +11,351.0% | +7,638.9% | +3,712.1% | +727.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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