+297.0%
MXL vs INVH
+1.1%
+295.9%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +3.6% | -14.8% | -8.3% |
| 7D | -24.3% | +3.1% | -27.4% | -22.2% |
| 30D | -46.1% | +5.8% | -51.9% | -43.5% |
| 3M | -21.8% | -8.5% | -13.3% | -23.1% |
| 6M | -27.2% | -1.3% | -25.9% | -27.1% |
| YTD | +226.2% | +2.6% | +223.6% | +228.1% |
| 1Y | +297.0% | +0.7% | +296.3% | +308.5% |
| All | +297.0% | +1.1% | +295.9% | +308.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling