+29.8%
MLM vs INVH
-20.5%
+50.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | -3.8% | +1.3% | -5.1% | -4.4% |
| 30D | +11.0% | +1.5% | +9.5% | +10.2% |
| 3M | -3.1% | -9.4% | +6.4% | +1.7% |
| 6M | -9.8% | -3.3% | -6.5% | -8.4% |
| YTD | -14.4% | +1.2% | -15.6% | -15.3% |
| 1Y | -12.6% | +1.5% | -14.1% | -13.8% |
| 3Y | +19.7% | -2.4% | +22.2% | +17.3% |
| 5Y | +29.8% | -20.6% | +50.3% | +39.6% |
| All | +29.8% | -20.5% | +50.3% | +39.6% |
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