+144.0%
MP vs IJH
+59.6%
+84.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | -1.2% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -21.0% | +1.0% | -21.9% | -21.9% |
| 3M | -33.3% | -4.1% | -29.2% | -28.6% |
| 6M | -45.9% | +0.7% | -46.7% | -45.9% |
| YTD | -27.8% | +13.2% | -41.0% | -37.9% |
| 1Y | -43.2% | +14.9% | -58.1% | -52.0% |
| 3Y | +144.0% | +58.4% | +85.7% | +2.4% |
| All | +144.0% | +59.6% | +84.4% | +2.4% |
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