-17.6%
MLM vs IRE
-97.2%
+79.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +39.6% | -41.4% | -2.2% |
| 7D | -4.1% | -27.2% | +23.1% | -4.0% |
| 30D | +8.2% | -75.1% | +83.3% | +9.6% |
| 3M | -3.6% | -77.9% | +74.3% | -2.4% |
| 6M | -15.6% | -94.6% | +79.0% | -12.3% |
| YTD | -16.4% | -91.5% | +75.1% | -15.9% |
| 1Y | -14.3% | -97.8% | +83.5% | -13.5% |
| All | -17.6% | -97.2% | +79.7% | -16.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling