-16.4%
MLM vs INVH
-2.4%
-14.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | -2.9% | -2.9% | 0.0% | -1.9% |
| 30D | -6.8% | -6.9% | +0.1% | -4.4% |
| 3M | -11.2% | -2.7% | -8.5% | -10.3% |
| 6M | -21.8% | +8.2% | -30.0% | -23.7% |
| YTD | -17.0% | +4.5% | -21.4% | -17.9% |
| 1Y | -16.4% | -2.3% | -14.0% | -13.8% |
| All | -16.4% | -2.4% | -14.0% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling