-38.5%
MP vs IJH
+15.6%
-54.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -0.9% |
| 7D | +2.3% | +0.2% | +2.1% | +2.0% |
| 30D | -15.3% | +2.1% | -17.4% | -18.6% |
| 3M | -33.5% | -3.6% | -29.9% | -28.1% |
| 6M | -45.5% | +1.8% | -47.4% | -46.6% |
| YTD | -27.3% | +14.1% | -41.4% | -42.0% |
| All | -38.5% | +15.6% | -54.1% | -51.3% |
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