+577.9%
MCK vs INVH
+75.4%
+502.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | -2.9% | -3.0% | +0.1% | -1.9% |
| 30D | +0.4% | -7.5% | +7.9% | +3.0% |
| 3M | +12.1% | -5.5% | +17.6% | +14.1% |
| 6M | -5.4% | +11.7% | -17.2% | -9.1% |
| YTD | +7.8% | +1.3% | +6.5% | +6.8% |
| 1Y | +22.9% | -6.1% | +29.0% | +24.8% |
| 3Y | +110.7% | -9.8% | +120.5% | +113.4% |
| 5Y | +346.2% | -19.7% | +365.9% | +364.4% |
| All | +577.9% | +75.4% | +502.6% | +430.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling