+117.2%
MPC vs INVH
+1.1%
+116.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.6% | -11.8% | -7.6% |
| 7D | -10.9% | +3.1% | -14.0% | -10.4% |
| 30D | -9.4% | +5.8% | -15.2% | -8.7% |
| 3M | +26.0% | -8.5% | +34.5% | +25.4% |
| 6M | +56.5% | -1.3% | +57.9% | +56.3% |
| YTD | +144.3% | +2.6% | +141.7% | +142.3% |
| 1Y | +117.2% | +0.7% | +116.5% | +114.8% |
| All | +117.2% | +1.1% | +116.2% | +114.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling