+145.7%
MP vs IYR
+42.5%
+103.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.9% |
| 7D | +2.3% | -1.2% | +3.5% | +3.3% |
| 30D | -15.3% | +6.1% | -21.4% | -19.3% |
| 3M | -33.5% | +0.9% | -34.4% | -34.1% |
| 6M | -45.5% | +1.2% | -46.7% | -47.1% |
| YTD | -27.3% | +11.1% | -38.4% | -36.2% |
| 1Y | -40.7% | +9.0% | -49.7% | -46.9% |
| All | +145.7% | +42.5% | +103.2% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling