+2,330.7%
MULL vs PHM
-10.9%
+2,341.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.1% | -7.2% | -8.1% |
| 7D | +3.6% | -6.4% | +10.0% | +7.9% |
| 30D | +22.0% | -12.1% | +34.1% | +31.6% |
| 3M | -8.6% | -1.5% | -7.1% | -10.2% |
| 6M | +248.5% | -6.0% | +254.5% | +252.0% |
| YTD | +516.3% | -0.3% | +516.6% | +487.2% |
| 1Y | +2,036.6% | -13.3% | +2,050.0% | +2,162.7% |
| All | +2,330.7% | -10.9% | +2,341.7% | +1,995.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling