+147.4%
MDY vs INVH
+75.5%
+71.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | +0.2% |
| 7D | -2.5% | -3.1% | +0.6% | -1.0% |
| 30D | -5.0% | -7.5% | +2.4% | -1.4% |
| 3M | +0.5% | -6.3% | +6.7% | +3.4% |
| 6M | +8.0% | +9.4% | -1.4% | +2.5% |
| YTD | +12.2% | +1.4% | +10.7% | +10.1% |
| 1Y | +14.0% | -4.1% | +18.1% | +14.9% |
| 3Y | +48.2% | -9.2% | +57.4% | +51.3% |
| 5Y | +46.1% | -19.6% | +65.7% | +56.7% |
| All | +147.4% | +75.5% | +71.9% | +83.0% |
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