+104.8%
MMM vs IYR
+29.8%
+75.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -1.6% | -0.4% | -1.2% | -1.3% |
| 30D | -8.0% | -2.5% | -5.5% | -6.3% |
| 3M | +9.4% | +1.5% | +7.9% | +8.0% |
| 6M | +10.2% | +3.9% | +6.4% | +6.9% |
| YTD | +6.1% | +9.5% | -3.4% | -1.0% |
| 1Y | +10.8% | +7.5% | +3.3% | +4.7% |
| 3Y | +104.8% | +30.8% | +74.0% | +67.6% |
| All | +104.8% | +29.8% | +75.0% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling