-34.6%
MP vs IYR
+12.4%
-47.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +3.1% | -8.2% | -4.6% |
| 7D | -12.5% | +6.9% | -19.5% | -11.9% |
| 30D | -23.3% | +10.2% | -33.6% | -22.6% |
| 3M | -24.4% | -0.3% | -24.0% | -25.1% |
| 6M | -45.8% | +3.6% | -49.4% | -46.9% |
| YTD | -28.9% | +12.5% | -41.4% | -36.0% |
| 1Y | -34.6% | +12.4% | -47.0% | -41.2% |
| All | -34.6% | +12.4% | -47.0% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling