+89.1%
IYR vs MLM
+149.0%
-59.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +2.1% | -2.9% | +5.0% | +3.1% |
| 30D | +7.2% | +10.4% | -3.3% | +3.4% |
| 3M | +0.4% | -3.7% | +4.1% | +1.5% |
| 6M | +1.4% | -10.3% | +11.7% | +4.6% |
| YTD | +11.3% | -14.8% | +26.2% | +16.3% |
| 1Y | +10.5% | -13.9% | +24.4% | +14.9% |
| 3Y | +41.7% | +18.4% | +23.3% | +29.0% |
| 5Y | +7.1% | +31.8% | -24.7% | -8.0% |
| 10Y | +89.1% | +143.4% | -54.3% | +21.0% |
| All | +89.1% | +149.0% | -59.9% | +21.0% |
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