+707.3%
IYR vs MLM
+1,603.7%
-896.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.2% | +3.5% | +0.4% |
| 7D | +2.8% | -1.2% | +4.0% | +3.3% |
| 30D | +7.3% | +7.9% | -0.6% | +3.9% |
| 3M | -2.0% | -4.5% | +2.4% | -0.5% |
| 6M | +1.5% | -12.6% | +14.2% | +6.2% |
| YTD | +10.5% | -14.9% | +25.4% | +16.2% |
| 1Y | +10.5% | -13.1% | +23.6% | +15.1% |
| 3Y | +37.4% | +21.2% | +16.2% | +22.6% |
| 5Y | +5.9% | +32.0% | -26.1% | -10.4% |
| 10Y | +85.0% | +195.3% | -110.4% | +1.6% |
| All | +707.3% | +1,603.7% | -896.4% | +119.6% |
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 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