+11,341.0%
PHM vs MTB
+7,592.0%
+3,749.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -6.1% | 0.0% | -6.1% | -6.1% |
| 30D | +13.7% | +0.8% | +12.9% | +13.4% |
| 3M | -1.5% | -12.8% | +11.2% | +6.7% |
| 6M | +11.3% | +6.7% | +4.6% | +7.2% |
| YTD | +8.9% | +11.3% | -2.4% | +2.2% |
| 1Y | +6.1% | +20.2% | -14.1% | -4.8% |
| 3Y | +57.7% | +103.8% | -46.1% | +0.6% |
| 5Y | +159.0% | +60.9% | +98.1% | +78.8% |
| 10Y | +676.2% | +115.0% | +561.2% | +276.5% |
| All | +11,341.0% | +7,592.0% | +3,749.0% | +730.1% |
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