+267.3%
MP vs IJH
+130.1%
+137.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -0.5% |
| 7D | +2.3% | +0.2% | +2.1% | +2.2% |
| 30D | -15.3% | +2.1% | -17.4% | -17.8% |
| 3M | -33.5% | -3.6% | -29.9% | -29.1% |
| 6M | -45.5% | +1.8% | -47.4% | -46.4% |
| YTD | -27.3% | +14.1% | -41.4% | -39.3% |
| 1Y | -40.7% | +15.9% | -56.6% | -51.5% |
| 3Y | +145.9% | +59.7% | +86.2% | +20.7% |
| 5Y | -13.9% | +39.1% | -53.0% | -45.0% |
| All | +267.3% | +130.1% | +137.2% | +44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling