+475.1%
MULL vs PHM
+16.2%
+458.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +7.2% | -20.9% | -14.2% |
| 7D | -35.9% | +13.6% | -49.5% | -37.2% |
| 30D | -47.3% | +19.3% | -66.6% | -49.5% |
| 3M | -30.6% | +3.5% | -34.1% | -29.6% |
| 6M | +13.7% | +18.6% | -4.9% | +6.9% |
| YTD | +272.1% | +16.7% | +255.4% | +243.6% |
| 1Y | +475.1% | +14.6% | +460.4% | +440.2% |
| All | +475.1% | +16.2% | +458.9% | +440.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling