+55.2%
IJR vs MLM
+19.3%
+35.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +0.9% | +1.4% | -0.5% | +0.3% |
| 30D | -3.1% | -6.5% | +3.4% | -0.3% |
| 3M | +4.4% | -7.4% | +11.8% | +7.1% |
| 6M | +16.1% | -15.8% | +31.9% | +24.4% |
| YTD | +20.6% | -17.4% | +38.0% | +29.2% |
| 1Y | +22.9% | -17.9% | +40.8% | +31.8% |
| 3Y | +55.2% | +18.9% | +36.3% | +40.1% |
| All | +55.2% | +19.3% | +35.9% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling