+144.2%
MLM vs INVH
+73.1%
+71.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.4% |
| 7D | -5.8% | -2.5% | -3.3% | -4.6% |
| 30D | +9.8% | +0.7% | +9.2% | +9.4% |
| 3M | -5.2% | -8.8% | +3.6% | -0.6% |
| 6M | -10.3% | -5.0% | -5.2% | -8.0% |
| YTD | -15.5% | 0.0% | -15.5% | -16.0% |
| 1Y | -15.0% | -1.9% | -13.2% | -14.8% |
| 3Y | +17.5% | -5.0% | +22.5% | +17.3% |
| 5Y | +30.5% | -21.6% | +52.1% | +42.9% |
| All | +144.2% | +73.1% | +71.1% | +85.2% |
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