Sequence two different genes from the same set of species and you will often get two different trees. Neither of them has to be wrong.
Closely related species are exactly where the two fields collide:
Inside a single population, lineages drift. Some leave many descendants, some leave none, and which lineages survive is largely luck:
When a species splits, the variation that was present in the ancestor is divided between the daughter species. Two gene copies that end up in different species may have separated long before the species did.
If two species split faster than the ancestral population could sort its own variation, the gene lineages carry no memory of the order in which the species separated.
Humans and chimpanzees are each other's closest living relatives. Even so, Scally et al. (2012) estimated that for roughly 30% of the gorilla genome, the gorilla sequence is closer to the human or the chimpanzee sequence than those two are to each other.
Sample several individuals per species and a species may come out monophyletic, paraphyletic or polyphyletic in a given gene tree, purely through incomplete sorting. A species that fails to be monophyletic in one gene tree has not thereby been refuted.
In the language of the Bayesian lecture: the species tree is the prior on gene trees, and each gene's alignment is the data for its own gene tree.
All of it sampled jointly by MCMC, exactly as in Lecture 8.
The species tree is the shaded outline. The four gene trees inside it are each a valid history, and they do not have to agree with one another.
Gluing the alignments together forces one tree on genes that genuinely have different histories. The result can be confidently wrong: strong support for a tree that is not the species tree.
Short internal branches leave almost no opportunity for sorting, so the gene tree wanders freely inside the species tree.
Also useful: