+54.7%
MMM vs INVH
+75.4%
-20.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -2.1% | -3.0% | +0.9% | -1.0% |
| 30D | -9.8% | -7.5% | -2.3% | -7.2% |
| 3M | +4.9% | -5.5% | +10.5% | +7.0% |
| 6M | +7.3% | +11.7% | -4.4% | +2.5% |
| YTD | +4.5% | +1.3% | +3.2% | +3.4% |
| 1Y | +5.4% | -6.1% | +11.4% | +7.2% |
| 3Y | +98.6% | -9.8% | +108.3% | +103.6% |
| 5Y | +27.4% | -19.7% | +47.1% | +34.2% |
| All | +54.7% | +75.4% | -20.7% | +24.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling