+267.3%
MP vs IJR
+134.0%
+133.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | -0.4% |
| 7D | +2.3% | -0.4% | +2.7% | +3.1% |
| 30D | -15.3% | +3.5% | -18.8% | -19.0% |
| 3M | -33.5% | -3.8% | -29.8% | -29.5% |
| 6M | -45.5% | +4.3% | -49.8% | -48.2% |
| YTD | -27.3% | +19.4% | -46.7% | -42.2% |
| 1Y | -40.7% | +20.5% | -61.3% | -53.5% |
| 3Y | +145.9% | +63.0% | +82.8% | +24.5% |
| 5Y | -13.9% | +28.6% | -42.5% | -37.1% |
| All | +267.3% | +134.0% | +133.3% | +69.8% |
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