+700.6%
IYR vs MLM
+1,561.5%
-860.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -1.2% |
| 7D | -1.2% | -2.9% | +1.7% | -0.1% |
| 30D | -2.9% | -6.8% | +4.0% | -0.2% |
| 3M | +0.8% | -11.2% | +12.1% | +5.1% |
| 6M | +1.9% | -21.8% | +23.7% | +11.5% |
| YTD | +9.6% | -17.0% | +26.6% | +16.6% |
| 1Y | +8.1% | -16.4% | +24.5% | +14.3% |
| 3Y | +29.2% | +14.5% | +14.7% | +17.9% |
| 5Y | +4.3% | +41.7% | -37.5% | -14.4% |
| 10Y | +64.7% | +200.0% | -135.3% | -10.3% |
| All | +700.6% | +1,561.5% | -860.9% | +120.4% |
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