+5.4%
IYR vs MLM
+23.5%
-18.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | +2.0% | -4.1% | +6.1% | +3.6% |
| 30D | +8.2% | +8.2% | +0.1% | +4.9% |
| 3M | -1.7% | -3.6% | +1.8% | -0.6% |
| 6M | -0.4% | -15.6% | +15.2% | +5.5% |
| YTD | +9.9% | -16.4% | +26.3% | +16.0% |
| 1Y | +10.4% | -14.3% | +24.8% | +15.3% |
| 3Y | +38.4% | +19.3% | +19.1% | +21.0% |
| All | +5.4% | +23.5% | -18.1% | -13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling