+95.1%
MTB vs INVH
+75.4%
+19.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | 0.0% | -3.0% | +3.0% | +1.5% |
| 30D | -4.8% | -7.5% | +2.7% | -1.1% |
| 3M | +6.0% | -5.5% | +11.5% | +8.8% |
| 6M | +19.6% | +11.7% | +7.9% | +12.6% |
| YTD | +21.5% | +1.3% | +20.1% | +19.7% |
| 1Y | +24.7% | -6.1% | +30.8% | +27.4% |
| 3Y | +108.6% | -9.8% | +118.3% | +115.2% |
| 5Y | +106.7% | -19.7% | +126.4% | +122.3% |
| All | +95.1% | +75.4% | +19.7% | +54.9% |
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