This is something I’ve not understood yet. If you rent a server somewhere to use as a private VPN endpoint, your clear IP will be pretty much the only one connecting to the server. Correlating your traffic and your clear IP to your masked IP is easy for sufficiently motivated, able actors.
Meanwhile, the main benefit of a shared VPN such as Mullvad is that many users simultaneously use the same endpoint, making it much harder to identify the user (taking only IP and traffic into account), provided they don’t log your traffic.
So while having control over your endpoint is nice, how does that actually contribute anything meaningful to your privacy?