+1,136.6%
IJR vs MLM
+1,310.7%
-174.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.1% |
| 7D | -0.4% | -5.8% | +5.4% | +2.2% |
| 30D | +3.5% | +9.8% | -6.3% | -0.7% |
| 3M | -3.8% | -5.2% | +1.4% | -1.8% |
| 6M | +4.3% | -10.3% | +14.6% | +8.3% |
| YTD | +19.4% | -15.5% | +34.9% | +26.5% |
| 1Y | +20.5% | -15.0% | +35.6% | +27.4% |
| 3Y | +63.0% | +17.5% | +45.6% | +48.5% |
| 5Y | +28.6% | +30.5% | -2.0% | +10.2% |
| 10Y | +157.2% | +145.5% | +11.7% | +58.1% |
| All | +1,136.6% | +1,310.7% | -174.1% | +193.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling