+37.0%
MDT vs IYR
+69.7%
-32.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.2% |
| 7D | -3.4% | -1.4% | -2.0% | -2.6% |
| 30D | +0.2% | -2.7% | +2.9% | +1.9% |
| 3M | +14.3% | -2.1% | +16.4% | +15.9% |
| 6M | +4.0% | +3.6% | +0.4% | +1.7% |
| YTD | -3.7% | +8.1% | -11.8% | -8.6% |
| 1Y | -0.4% | +4.7% | -5.1% | -3.5% |
| 3Y | +23.3% | +29.1% | -5.8% | +2.8% |
| 5Y | -18.9% | +6.9% | -25.8% | -24.0% |
| All | +37.0% | +69.7% | -32.7% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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