+7.1%
IYR vs MDB
-41.6%
+48.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.3% |
| 3M | +0.4% | -20.3% | +20.7% | +1.6% |
| 6M | +1.4% | +10.9% | -9.4% | -1.1% |
| YTD | +11.3% | -20.9% | +32.2% | +11.2% |
| 1Y | +10.5% | -11.2% | +21.7% | +8.7% |
| 3Y | +41.7% | -11.9% | +53.6% | +34.2% |
| 5Y | +7.1% | -40.2% | +47.3% | -2.5% |
| All | +7.1% | -41.6% | +48.7% | -2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling