+43.5%
MLM vs INVH
-20.4%
+63.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | -2.9% | -2.9% | 0.0% | -1.5% |
| 30D | -6.8% | -6.9% | +0.1% | -3.5% |
| 3M | -11.2% | -2.7% | -8.5% | -10.1% |
| 6M | -21.8% | +8.2% | -30.0% | -24.9% |
| YTD | -17.0% | +4.5% | -21.4% | -19.1% |
| 1Y | -16.4% | -2.3% | -14.0% | -15.9% |
| 3Y | +14.5% | -7.3% | +21.8% | +15.8% |
| All | +43.5% | -20.4% | +63.9% | +54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling