+443.0%
MP vs IJR
+133.8%
+309.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.9% | -0.5% |
| 7D | -0.7% | -1.1% | +0.4% | +0.8% |
| 30D | -0.7% | -3.6% | +3.0% | +4.7% |
| 3M | 0.0% | +2.3% | -2.3% | -2.8% |
| 6M | -10.0% | +14.3% | -24.3% | -24.2% |
| YTD | +7.5% | +19.3% | -11.8% | -14.7% |
| 1Y | -14.0% | +22.6% | -36.6% | -34.5% |
| 3Y | +153.5% | +53.5% | +100.0% | +39.9% |
| 5Y | +62.7% | +39.9% | +22.8% | +7.4% |
| All | +443.0% | +133.8% | +309.2% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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