+679.9%
MPC vs INVH
-20.4%
+700.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +3.2% | -2.3% | +5.5% | +3.8% |
| 30D | +25.0% | -5.7% | +30.8% | +26.8% |
| 3M | +55.2% | -4.5% | +59.6% | +56.6% |
| 6M | +86.4% | +11.0% | +75.4% | +80.3% |
| YTD | +148.5% | +3.7% | +144.8% | +144.4% |
| 1Y | +121.7% | -2.8% | +124.5% | +122.1% |
| 3Y | +172.9% | -7.1% | +180.0% | +175.1% |
| 5Y | +679.9% | -19.4% | +699.4% | +717.5% |
| All | +679.9% | -20.4% | +700.4% | +717.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling