+63.1%
IYR vs MDB
+906.0%
-842.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | +2.1% | -1.0% | +3.1% | +2.2% |
| 30D | +7.2% | -14.0% | +21.1% | +8.4% |
| 3M | +0.4% | -20.3% | +20.7% | +1.7% |
| 6M | +1.4% | +10.9% | -9.4% | -1.2% |
| YTD | +11.3% | -20.9% | +32.2% | +11.1% |
| 1Y | +10.5% | -11.2% | +21.7% | +8.6% |
| 3Y | +41.7% | -11.9% | +53.6% | +34.1% |
| 5Y | +7.1% | -40.2% | +47.3% | -1.2% |
| All | +63.1% | +906.0% | -842.9% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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