+163.5%
MCD vs INVH
+80.8%
+82.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.8% | -2.9% | +0.1% | -1.8% |
| 30D | -6.0% | -6.9% | +0.9% | -3.5% |
| 3M | -5.6% | -2.7% | -2.9% | -4.7% |
| 6M | -21.9% | +8.2% | -30.1% | -24.3% |
| YTD | -14.7% | +4.5% | -19.2% | -16.6% |
| 1Y | -17.3% | -2.3% | -14.9% | -17.1% |
| 3Y | -2.2% | -7.3% | +5.1% | -1.6% |
| 5Y | +20.3% | -20.5% | +40.8% | +26.8% |
| All | +163.5% | +80.8% | +82.8% | +98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling