+147.4%
MLM vs INVH
+75.1%
+72.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | -3.8% | +1.3% | -5.1% | -4.5% |
| 30D | +11.0% | +1.5% | +9.5% | +10.1% |
| 3M | -3.1% | -9.4% | +6.4% | +2.0% |
| 6M | -9.8% | -3.3% | -6.5% | -8.4% |
| YTD | -14.4% | +1.2% | -15.6% | -15.4% |
| 1Y | -12.6% | +1.5% | -14.1% | -13.9% |
| 3Y | +19.7% | -2.4% | +22.2% | +17.8% |
| 5Y | +29.8% | -20.6% | +50.3% | +41.1% |
| All | +147.4% | +75.1% | +72.3% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling