+30.3%
MKC vs INVH
+75.5%
-45.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.1% |
| 7D | -2.8% | -3.1% | +0.3% | -1.6% |
| 30D | -3.4% | -7.5% | +4.1% | -0.5% |
| 3M | +3.8% | -6.3% | +10.1% | +6.5% |
| 6M | -17.9% | +9.4% | -27.4% | -20.6% |
| YTD | -23.6% | +1.4% | -25.0% | -24.1% |
| 1Y | -23.1% | -4.1% | -19.0% | -22.0% |
| 3Y | -31.5% | -9.2% | -22.3% | -29.9% |
| 5Y | -33.1% | -19.6% | -13.5% | -29.6% |
| All | +30.3% | +75.5% | -45.2% | +1.5% |
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