+999.7%
MPC vs INVH
+75.5%
+924.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -0.6% |
| 7D | +1.2% | -3.1% | +4.3% | +2.9% |
| 30D | +17.0% | -7.5% | +24.5% | +21.7% |
| 3M | +49.5% | -6.3% | +55.7% | +54.0% |
| 6M | +83.5% | +9.4% | +74.1% | +72.9% |
| YTD | +144.1% | +1.4% | +142.7% | +138.7% |
| 1Y | +119.6% | -4.1% | +123.7% | +120.4% |
| 3Y | +168.1% | -9.2% | +177.3% | +171.0% |
| 5Y | +671.3% | -19.6% | +691.0% | +711.7% |
| All | +999.7% | +75.5% | +924.2% | +637.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling