+127.0%
MP vs IYR
+36.6%
+90.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.6% | +5.4% |
| 7D | -10.5% | +2.0% | -12.5% | -12.0% |
| 30D | -23.5% | +8.2% | -31.8% | -28.4% |
| 3M | -25.4% | -1.7% | -23.7% | -24.6% |
| 6M | -51.3% | -0.4% | -50.9% | -52.1% |
| YTD | -29.9% | +9.9% | -39.8% | -37.9% |
| 1Y | -31.8% | +10.4% | -42.3% | -39.9% |
| 3Y | +127.0% | +38.4% | +88.5% | +38.2% |
| All | +127.0% | +36.6% | +90.4% | +38.2% |
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 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