+73.9%
MUB vs PHM
+850.1%
-776.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.9% | -3.2% | +2.3% | -0.8% |
| 30D | -1.4% | -6.4% | +5.0% | -1.3% |
| 3M | -2.2% | +5.5% | -7.6% | -2.3% |
| 6M | -1.9% | -5.4% | +3.6% | -1.8% |
| YTD | -0.8% | +6.6% | -7.4% | -0.9% |
| 1Y | +2.7% | -8.8% | +11.6% | +2.8% |
| 3Y | +8.6% | +54.1% | -45.5% | +7.6% |
| 5Y | +2.0% | +144.5% | -142.4% | +0.2% |
| 10Y | +17.9% | +569.4% | -551.5% | +14.3% |
| All | +73.9% | +850.1% | -776.2% | +69.7% |
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