+86.0%
IYR vs MLM
+167.5%
-81.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -0.9% | +0.7% |
| 7D | +2.3% | -3.8% | +6.1% | +3.7% |
| 30D | +7.4% | +11.0% | -3.6% | +3.4% |
| 3M | -0.7% | -3.1% | +2.3% | +0.1% |
| 6M | +1.6% | -9.8% | +11.4% | +4.6% |
| YTD | +11.6% | -14.4% | +25.9% | +16.3% |
| 1Y | +10.5% | -12.6% | +23.0% | +14.3% |
| 3Y | +43.4% | +19.7% | +23.7% | +30.1% |
| 5Y | +6.8% | +29.8% | -22.9% | -7.7% |
| 10Y | +86.0% | +153.5% | -67.5% | +18.8% |
| All | +86.0% | +167.5% | -81.5% | +18.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling