+702.4%
IYR vs MLM
+1,572.4%
-870.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | +2.0% | -4.1% | +6.1% | +3.7% |
| 30D | +8.2% | +8.2% | +0.1% | +4.7% |
| 3M | -1.7% | -3.6% | +1.8% | -0.6% |
| 6M | -0.4% | -15.6% | +15.2% | +5.6% |
| YTD | +9.9% | -16.4% | +26.3% | +16.3% |
| 1Y | +10.4% | -14.3% | +24.8% | +15.7% |
| 3Y | +38.4% | +19.3% | +19.1% | +24.3% |
| 5Y | +5.2% | +29.6% | -24.4% | -10.3% |
| 10Y | +83.8% | +189.9% | -106.1% | +1.7% |
| All | +702.4% | +1,572.4% | -870.0% | +119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling