-6.1%
MP vs IJH
+37.9%
-44.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | -1.5% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -21.0% | +1.0% | -21.9% | -22.0% |
| 3M | -33.3% | -4.1% | -29.2% | -28.3% |
| 6M | -45.9% | +0.7% | -46.7% | -45.9% |
| YTD | -27.8% | +13.2% | -41.0% | -39.2% |
| 1Y | -43.2% | +14.9% | -58.1% | -53.1% |
| 3Y | +144.0% | +58.4% | +85.7% | +18.3% |
| 5Y | -6.1% | +38.7% | -44.8% | -40.1% |
| All | -6.1% | +37.9% | -44.0% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling