+445.3%
MP vs INVH
+23.0%
+422.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | -2.9% | -2.9% | +0.1% | -1.5% |
| 30D | +13.8% | -6.9% | +20.7% | +17.6% |
| 3M | -16.7% | -2.7% | -14.0% | -16.5% |
| 6M | -11.5% | +8.2% | -19.7% | -16.7% |
| YTD | +7.9% | +4.5% | +3.5% | +2.9% |
| 1Y | -15.0% | -2.3% | -12.7% | -16.2% |
| 3Y | +153.5% | -7.3% | +160.8% | +153.9% |
| 5Y | +58.7% | -20.5% | +79.1% | +70.2% |
| All | +445.3% | +23.0% | +422.3% | +341.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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