+198.5%
MPC vs INVH
-5.0%
+203.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.3% | +2.7% |
| 7D | +9.4% | -3.3% | +12.7% | +10.2% |
| 30D | -13.4% | +0.2% | -13.7% | -13.6% |
| 3M | +18.9% | -9.5% | +28.4% | +21.5% |
| 6M | +64.9% | -4.3% | +69.2% | +65.6% |
| YTD | +156.8% | -0.8% | +157.6% | +154.6% |
| 1Y | +113.2% | -3.6% | +116.8% | +113.6% |
| All | +198.5% | -5.0% | +203.5% | +190.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling