+989.8%
MPC vs INVH
+80.8%
+909.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +5.4% | -2.9% | +8.3% | +7.1% |
| 30D | +31.0% | -6.9% | +37.9% | +35.7% |
| 3M | +46.0% | -2.7% | +48.7% | +47.4% |
| 6M | +77.3% | +8.2% | +69.1% | +68.2% |
| YTD | +141.9% | +4.5% | +137.4% | +132.9% |
| 1Y | +120.9% | -2.3% | +123.2% | +119.8% |
| 3Y | +182.7% | -7.3% | +190.0% | +182.9% |
| 5Y | +646.4% | -20.5% | +666.9% | +696.2% |
| All | +989.8% | +80.8% | +909.0% | +619.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling