-45.5%
MUZ vs PHM
+14.7%
-60.2%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | +2.6% | -15.3% | -13.6% |
| 7D | +14.0% | +3.5% | +10.5% | +12.1% |
| 30D | +57.6% | +21.2% | +36.4% | +53.4% |
| 3M | -3.1% | +2.5% | -5.5% | -7.9% |
| All | -45.5% | +14.7% | -60.2% | -44.4% |
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 · Available span rolling