+2,523.1%
MULL vs PHM
-4.8%
+2,527.9%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +0.1% | +11.7% | +11.7% |
| 7D | +17.3% | -3.2% | +20.5% | +19.6% |
| 30D | +23.5% | -6.4% | +29.9% | +28.2% |
| 3M | -24.0% | +5.5% | -29.5% | -28.4% |
| 6M | +276.7% | -5.4% | +282.2% | +280.2% |
| YTD | +565.1% | +6.6% | +558.5% | +508.2% |
| 1Y | +2,802.6% | -8.8% | +2,811.4% | +2,881.9% |
| All | +2,523.1% | -4.8% | +2,527.9% | +2,070.1% |
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