+54.8%
MDT vs INVH
+75.5%
-20.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.6% |
| 7D | -1.6% | -3.1% | +1.5% | -0.3% |
| 30D | +1.0% | -7.5% | +8.5% | +4.3% |
| 3M | +15.2% | -6.3% | +21.5% | +18.3% |
| 6M | +3.7% | +9.4% | -5.8% | -0.3% |
| YTD | -3.0% | +1.4% | -4.4% | -4.0% |
| 1Y | +2.5% | -4.1% | +6.6% | +3.5% |
| 3Y | +26.5% | -9.2% | +35.6% | +28.7% |
| 5Y | -18.3% | -19.6% | +1.3% | -13.7% |
| All | +54.8% | +75.5% | -20.7% | +19.6% |
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