+1,029.4%
MDB vs INVH
+53.3%
+976.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -1.8% | -3.0% | +1.2% | +0.1% |
| 30D | -17.3% | -7.5% | -9.7% | -13.2% |
| 3M | +2.2% | -5.5% | +7.7% | +5.5% |
| 6M | +33.9% | +11.7% | +22.2% | +23.0% |
| YTD | -13.7% | +1.3% | -15.0% | -16.2% |
| 1Y | +9.1% | -6.1% | +15.1% | +11.0% |
| 3Y | -8.1% | -9.8% | +1.6% | -6.5% |
| 5Y | -25.9% | -19.7% | -6.2% | -16.7% |
| All | +1,029.4% | +53.3% | +976.1% | +778.9% |
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