+2,302.1%
MULL vs PHM
-9.5%
+2,311.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -2.1% |
| 7D | -8.4% | -5.0% | -3.5% | -5.5% |
| 30D | +9.7% | -8.4% | +18.1% | +15.6% |
| 3M | -26.8% | -4.4% | -22.3% | -26.6% |
| 6M | +220.7% | -3.7% | +224.4% | +219.2% |
| YTD | +509.0% | +1.3% | +507.8% | +474.7% |
| 1Y | +1,739.5% | -14.0% | +1,753.6% | +1,862.1% |
| All | +2,302.1% | -9.5% | +2,311.7% | +1,950.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling