+57.1%
MMM vs INVH
+79.7%
-22.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | -1.6% | -3.1% | +1.5% | -0.4% |
| 30D | -8.0% | -7.1% | -0.9% | -5.4% |
| 3M | +9.4% | -3.0% | +12.3% | +10.4% |
| 6M | +10.2% | +10.1% | +0.1% | +5.9% |
| YTD | +6.1% | +3.8% | +2.3% | +4.0% |
| 1Y | +10.8% | -2.1% | +12.9% | +11.0% |
| 3Y | +104.8% | -7.0% | +111.8% | +107.7% |
| 5Y | +27.0% | -20.6% | +47.6% | +34.4% |
| All | +57.1% | +79.7% | -22.6% | +25.1% |
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