+66.9%
IYR vs MXL
+313.4%
-246.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.5% | -6.8% | +0.1% |
| 7D | -1.4% | +18.9% | -20.2% | -2.9% |
| 30D | -2.7% | +0.3% | -3.0% | -3.0% |
| 3M | -2.1% | -8.0% | +5.9% | -3.7% |
| 6M | +3.6% | +341.2% | -337.7% | -18.2% |
| YTD | +8.1% | +327.8% | -319.7% | -14.6% |
| 1Y | +4.7% | +364.9% | -360.2% | -18.8% |
| 3Y | +29.1% | +229.2% | -200.1% | -3.0% |
| 5Y | +6.9% | +42.8% | -35.8% | -12.5% |
| All | +66.9% | +313.4% | -246.4% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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