+172.1%
IJR vs MLM
+203.1%
-31.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.3% |
| 7D | -1.1% | -2.7% | +1.6% | +0.1% |
| 30D | -3.6% | -8.3% | +4.7% | +0.2% |
| 3M | +2.3% | -12.0% | +14.3% | +7.8% |
| 6M | +14.3% | -17.6% | +32.0% | +23.9% |
| YTD | +19.3% | -18.9% | +38.2% | +29.5% |
| 1Y | +22.6% | -17.6% | +40.3% | +32.0% |
| 3Y | +53.5% | +16.8% | +36.8% | +38.7% |
| 5Y | +39.9% | +41.0% | -1.1% | +13.8% |
| 10Y | +172.1% | +209.3% | -37.3% | +54.6% |
| All | +172.1% | +203.1% | -31.0% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling