+188.8%
MXL vs INVH
+75.4%
+113.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.6% | +7.6% |
| 7D | +18.9% | -3.0% | +21.8% | +21.3% |
| 30D | +0.3% | -7.5% | +7.8% | +5.5% |
| 3M | -8.0% | -5.5% | -2.5% | -6.1% |
| 6M | +341.2% | +11.7% | +329.5% | +295.0% |
| YTD | +327.8% | +1.3% | +326.5% | +309.1% |
| 1Y | +364.9% | -6.1% | +371.0% | +368.6% |
| 3Y | +229.2% | -9.8% | +239.0% | +249.8% |
| 5Y | +42.8% | -19.7% | +62.5% | +63.3% |
| All | +188.8% | +75.4% | +113.4% | +110.5% |
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 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