-18.3%
MDT vs IYR
+4.5%
-22.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.2% |
| 7D | -1.6% | -2.8% | +1.2% | 0.0% |
| 30D | +1.0% | -2.5% | +3.6% | +2.5% |
| 3M | +15.2% | -3.0% | +18.2% | +17.2% |
| 6M | +3.7% | +1.6% | +2.0% | +2.9% |
| YTD | -3.0% | +7.3% | -10.3% | -6.7% |
| 1Y | +2.5% | +5.6% | -3.1% | -0.6% |
| 3Y | +26.5% | +28.1% | -1.7% | +9.6% |
| 5Y | -18.3% | +6.1% | -24.4% | -21.3% |
| All | -18.3% | +4.5% | -22.8% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling