-16.0%
MLM vs IRE
-97.7%
+81.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -15.8% | +15.3% | -0.4% |
| 7D | -2.9% | -41.9% | +39.0% | -2.5% |
| 30D | +10.4% | -75.1% | +85.5% | +11.7% |
| 3M | -3.7% | -82.4% | +78.7% | -2.4% |
| 6M | -10.3% | -95.5% | +85.3% | -6.6% |
| YTD | -14.8% | -93.1% | +78.3% | -14.1% |
| 1Y | -13.9% | -97.8% | +83.9% | -12.9% |
| All | -16.0% | -97.7% | +81.8% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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