+2,330.7%
MULL vs INVH
-12.5%
+2,343.2%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -2.2% | -7.1% | -10.1% |
| 7D | +3.6% | -3.1% | +6.7% | +2.4% |
| 30D | +22.0% | -7.5% | +29.5% | +18.6% |
| 3M | -8.6% | -6.3% | -2.3% | -10.1% |
| 6M | +248.5% | +9.4% | +239.1% | +234.1% |
| YTD | +516.3% | +1.4% | +514.9% | +508.6% |
| 1Y | +2,036.6% | -4.1% | +2,040.7% | +2,085.7% |
| All | +2,330.7% | -12.5% | +2,343.2% | +2,754.9% |
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