+76.2%
MUB vs PHM
+890.9%
-814.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | +0.4% | -4.8% | +5.2% | +0.5% |
| 30D | +3.9% | +16.5% | -12.6% | +3.6% |
| 3M | -0.2% | -2.0% | +1.8% | -0.2% |
| 6M | -0.4% | +12.7% | -13.0% | -0.6% |
| YTD | +0.5% | +11.2% | -10.6% | +0.3% |
| 1Y | +0.7% | +7.7% | -7.1% | +0.4% |
| 3Y | +11.1% | +60.9% | -49.8% | +10.0% |
| 5Y | +3.7% | +167.7% | -164.0% | +1.7% |
| 10Y | +22.9% | +692.1% | -669.1% | +19.0% |
| All | +76.2% | +890.9% | -814.6% | +71.7% |
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