-11.7%
MP vs IYR
+8.1%
-19.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +3.0% | -0.4% | +3.4% | +2.9% |
| 30D | +8.3% | -2.5% | +10.9% | +7.6% |
| 3M | -3.8% | +1.5% | -5.3% | -5.5% |
| 6M | -4.9% | +3.9% | -8.8% | -9.0% |
| YTD | +9.6% | +9.5% | +0.1% | +4.6% |
| 1Y | -11.7% | +7.5% | -19.2% | -17.3% |
| All | -11.7% | +8.1% | -19.8% | -17.3% |
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