+287.6%
MP vs IJR
+131.2%
+156.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | +9.5% | +2.2% | +7.3% | +6.4% |
| 30D | -3.0% | +3.8% | -6.8% | -7.8% |
| 3M | -30.4% | -5.7% | -24.6% | -24.0% |
| 6M | -39.2% | +4.6% | -43.8% | -42.5% |
| YTD | -23.3% | +18.0% | -41.3% | -38.0% |
| 1Y | -32.6% | +21.8% | -54.4% | -47.9% |
| 3Y | +159.3% | +61.1% | +98.2% | +33.4% |
| 5Y | -16.4% | +27.3% | -43.8% | -38.1% |
| All | +287.6% | +131.2% | +156.4% | +82.1% |
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