+134.4%
MLM vs INVH
+79.4%
+54.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -2.7% | -2.3% | -0.4% | -1.5% |
| 30D | -8.3% | -5.7% | -2.6% | -5.5% |
| 3M | -12.0% | -4.5% | -7.5% | -9.9% |
| 6M | -17.6% | +11.0% | -28.6% | -22.2% |
| YTD | -18.9% | +3.7% | -22.6% | -20.9% |
| 1Y | -17.6% | -2.8% | -14.8% | -17.0% |
| 3Y | +16.8% | -7.1% | +23.9% | +18.2% |
| 5Y | +41.0% | -19.4% | +60.5% | +52.3% |
| All | +134.4% | +79.4% | +54.9% | +74.5% |
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 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