+147.1%
MP vs IJR
+60.9%
+86.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.0% | +3.6% | +2.9% |
| 7D | -1.6% | +0.2% | -1.7% | -1.7% |
| 30D | -18.2% | +3.0% | -21.2% | -21.0% |
| 3M | -26.1% | -4.5% | -21.6% | -21.4% |
| 6M | -44.0% | +3.1% | -47.1% | -45.6% |
| YTD | -25.3% | +18.9% | -44.2% | -38.5% |
| 1Y | -35.6% | +21.7% | -57.3% | -48.4% |
| 3Y | +147.1% | +64.0% | +83.0% | +18.9% |
| All | +147.1% | +60.9% | +86.1% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling