-34.6%
MP vs IJH
+17.8%
-52.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.6% | -5.7% | -6.4% |
| 7D | -12.5% | +1.7% | -14.2% | -15.6% |
| 30D | -23.3% | +1.2% | -24.6% | -25.1% |
| 3M | -24.4% | -3.4% | -20.9% | -18.3% |
| 6M | -45.8% | +3.7% | -49.4% | -48.8% |
| YTD | -28.9% | +13.9% | -42.8% | -45.2% |
| 1Y | -34.6% | +17.4% | -52.0% | -52.6% |
| All | -34.6% | +17.8% | -52.4% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling