+158.5%
MP vs IJH
+52.3%
+106.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.2% | +2.5% |
| 7D | +3.0% | +1.0% | +2.0% | +1.4% |
| 30D | +8.3% | -3.1% | +11.5% | +13.8% |
| 3M | -3.8% | +1.9% | -5.8% | -6.1% |
| 6M | -4.9% | +11.0% | -15.9% | -16.8% |
| YTD | +9.6% | +14.7% | -5.1% | -8.2% |
| 1Y | -11.7% | +15.6% | -27.3% | -26.8% |
| 3Y | +158.5% | +52.5% | +106.0% | +29.8% |
| All | +158.5% | +52.3% | +106.2% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling