+25.7%
MMM vs INVH
-21.2%
+47.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | 0.0% |
| 7D | -3.2% | -3.1% | -0.1% | -2.0% |
| 30D | -10.7% | -7.5% | -3.2% | -7.9% |
| 3M | +4.3% | -6.3% | +10.6% | +6.9% |
| 6M | +5.9% | +9.4% | -3.5% | +1.6% |
| YTD | +3.2% | +1.4% | +1.7% | +1.9% |
| 1Y | +8.0% | -4.1% | +12.1% | +9.2% |
| 3Y | +99.1% | -9.2% | +108.3% | +103.7% |
| 5Y | +25.7% | -19.6% | +45.4% | +32.3% |
| All | +25.7% | -21.2% | +47.0% | +32.3% |
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 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