+18.9%
MLM vs INVH
-8.0%
+26.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +1.4% | -3.1% | +4.5% | +2.7% |
| 30D | -6.5% | -7.1% | +0.6% | -3.8% |
| 3M | -7.4% | -3.0% | -4.5% | -6.4% |
| 6M | -15.8% | +10.1% | -25.9% | -18.9% |
| YTD | -17.4% | +3.8% | -21.3% | -18.7% |
| 1Y | -17.9% | -2.1% | -15.8% | -17.4% |
| 3Y | +18.9% | -7.0% | +25.9% | +22.0% |
| All | +18.9% | -8.0% | +26.9% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling