+504.3%
MUU vs PHM
+16.2%
+488.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +7.2% | -21.2% | -14.4% |
| 7D | -35.9% | +13.6% | -49.4% | -37.1% |
| 30D | -47.1% | +19.3% | -66.4% | -49.2% |
| 3M | -29.8% | +3.5% | -33.3% | -28.8% |
| 6M | +16.0% | +18.6% | -2.6% | +9.0% |
| YTD | +286.1% | +16.7% | +269.4% | +256.6% |
| 1Y | +504.3% | +14.6% | +489.7% | +468.0% |
| All | +504.3% | +16.2% | +488.1% | +468.0% |
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 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