+445.3%
MP vs IJH
+132.9%
+312.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.2% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | +13.8% | -1.5% | +15.3% | +16.9% |
| 3M | -16.7% | +0.8% | -17.5% | -17.1% |
| 6M | -11.5% | +7.6% | -19.1% | -19.6% |
| YTD | +7.9% | +15.5% | -7.5% | -11.9% |
| 1Y | -15.0% | +16.9% | -31.9% | -31.9% |
| 3Y | +153.5% | +48.1% | +105.4% | +40.2% |
| 5Y | +58.7% | +47.8% | +10.8% | -7.3% |
| All | +445.3% | +132.9% | +312.4% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling