+413.2%
MP vs IJH
+126.7%
+286.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.5% | -4.0% |
| 7D | -4.6% | -2.5% | -2.1% | -0.7% |
| 30D | -7.1% | -5.0% | -2.1% | +1.0% |
| 3M | -4.0% | +0.5% | -4.5% | -4.2% |
| 6M | -16.7% | +8.2% | -24.9% | -24.9% |
| YTD | +1.6% | +12.4% | -10.9% | -13.5% |
| 1Y | -17.8% | +14.4% | -32.2% | -31.8% |
| 3Y | +139.6% | +49.5% | +90.1% | +30.5% |
| 5Y | +50.5% | +47.8% | +2.7% | -11.6% |
| All | +413.2% | +126.7% | +286.5% | +105.0% |
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