+1,061.9%
MPC vs INVH
+72.9%
+989.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.1% |
| 7D | +11.2% | -0.9% | +12.2% | +11.7% |
| 30D | -14.5% | +1.2% | -15.7% | -15.3% |
| 3M | +16.7% | -10.4% | +27.1% | +22.9% |
| 6M | +67.6% | -3.6% | +71.2% | +69.0% |
| YTD | +157.9% | -0.1% | +158.0% | +153.1% |
| 1Y | +116.7% | -0.7% | +117.3% | +112.8% |
| 3Y | +199.8% | -4.6% | +204.3% | +194.2% |
| 5Y | +604.4% | -21.7% | +626.1% | +651.5% |
| All | +1,061.9% | +72.9% | +989.1% | +681.8% |
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 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