-23.9%
MUU vs PHM
+5.2%
-29.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.6% | +0.1% | +11.5% | +11.6% |
| 7D | +17.4% | -3.2% | +20.6% | +17.2% |
| 30D | +24.0% | -6.4% | +30.4% | +23.5% |
| 3M | -23.9% | +5.5% | -29.4% | -30.9% |
| All | -23.9% | +5.2% | -29.0% | -30.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling