-15.2%
MCD vs INVH
-4.7%
-10.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.3% |
| 7D | -2.5% | -3.1% | +0.6% | -1.8% |
| 30D | -7.0% | -7.5% | +0.4% | -5.3% |
| 3M | -9.8% | -6.3% | -3.5% | -8.4% |
| 6M | -21.8% | +9.4% | -31.2% | -22.9% |
| YTD | -15.6% | +1.4% | -17.0% | -15.7% |
| 1Y | -15.2% | -4.1% | -11.1% | -12.4% |
| All | -15.2% | -4.7% | -10.5% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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