+18.9%
MCD vs INVH
-21.2%
+40.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.4% |
| 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% | -23.5% |
| YTD | -15.6% | +1.4% | -17.0% | -16.1% |
| 1Y | -15.2% | -4.1% | -11.1% | -14.6% |
| 3Y | -2.6% | -9.2% | +6.6% | -1.5% |
| 5Y | +18.9% | -19.6% | +38.5% | +26.3% |
| All | +18.9% | -21.2% | +40.1% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling