+5.6%
IYR vs MDB
+11.9%
-6.3%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.3% | -0.9% |
| 7D | -2.8% | -2.8% | -0.1% | -2.8% |
| 30D | -2.5% | -14.9% | +12.3% | -2.6% |
| 3M | -3.0% | +7.3% | -10.3% | -2.8% |
| 6M | +1.6% | +38.2% | -36.5% | +1.5% |
| YTD | +7.3% | -10.9% | +18.2% | +7.1% |
| 1Y | +5.6% | +11.6% | -6.0% | +4.9% |
| All | +5.6% | +11.9% | -6.3% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling