+54.7%
MMM vs IYR
+65.1%
-10.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.7% | -1.2% |
| 7D | -2.6% | -0.9% | -1.7% | -2.0% |
| 30D | -9.3% | -2.4% | -6.9% | -8.0% |
| 3M | +5.6% | -2.0% | +7.6% | +6.8% |
| 6M | +9.5% | +2.5% | +7.0% | +7.7% |
| YTD | +4.1% | +8.3% | -4.2% | -0.9% |
| 1Y | +9.4% | +6.5% | +2.9% | +5.2% |
| 3Y | +101.0% | +29.3% | +71.6% | +71.5% |
| 5Y | +26.1% | +5.7% | +20.4% | +19.8% |
| 10Y | +54.7% | +69.2% | -14.5% | +11.0% |
| All | +54.7% | +65.1% | -10.4% | +11.0% |
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