+1,004.8%
MMM vs IYR
+711.5%
+293.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -2.6% | -1.2% | -1.4% | -2.0% |
| 30D | +17.4% | +6.1% | +11.3% | +14.4% |
| 3M | +3.6% | +0.9% | +2.7% | +3.2% |
| 6M | +33.0% | +1.2% | +31.9% | +32.3% |
| YTD | +19.6% | +11.1% | +8.5% | +14.1% |
| 1Y | +14.0% | +9.0% | +5.1% | +9.8% |
| 3Y | +164.3% | +41.4% | +122.9% | +126.2% |
| 5Y | +49.3% | +6.7% | +42.7% | +44.3% |
| 10Y | +78.4% | +87.7% | -9.3% | +33.1% |
| All | +1,004.8% | +711.5% | +293.3% | +220.9% |
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