+198.6%
MDT vs IYR
+699.9%
-501.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | +6.0% | -2.5% | +8.5% | +7.0% |
| 3M | +15.5% | +1.5% | +14.1% | +14.9% |
| 6M | +3.4% | +3.9% | -0.5% | +1.9% |
| YTD | -2.2% | +9.5% | -11.7% | -5.7% |
| 1Y | +2.6% | +7.5% | -4.9% | -0.3% |
| 3Y | +27.5% | +30.8% | -3.3% | +14.1% |
| 5Y | -20.1% | +4.8% | -24.8% | -22.4% |
| 10Y | +39.1% | +64.3% | -25.3% | +14.3% |
| All | +198.6% | +699.9% | -501.3% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling