+2,302.1%
MULL vs INVH
-12.5%
+2,314.7%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -8.4% | -3.0% | -5.4% | -9.5% |
| 30D | +9.7% | -7.5% | +17.2% | +6.6% |
| 3M | -26.8% | -5.5% | -21.2% | -27.9% |
| 6M | +220.7% | +11.7% | +209.0% | +205.9% |
| YTD | +509.0% | +1.3% | +507.7% | +501.3% |
| 1Y | +1,739.5% | -6.1% | +1,745.6% | +1,808.1% |
| All | +2,302.1% | -12.5% | +2,314.7% | +2,720.7% |
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