+58.1%
MP vs IYR
+4.5%
+53.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +2.1% |
| 7D | -2.9% | -1.2% | -1.6% | -1.7% |
| 30D | +13.8% | -2.9% | +16.7% | +17.0% |
| 3M | -16.7% | +0.8% | -17.5% | -19.1% |
| 6M | -11.5% | +1.9% | -13.3% | -15.1% |
| YTD | +7.9% | +9.6% | -1.7% | -5.0% |
| 1Y | -15.0% | +8.1% | -23.1% | -24.4% |
| 3Y | +153.5% | +29.2% | +124.3% | +82.1% |
| All | +58.1% | +4.5% | +53.7% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling