-19.3%
MP vs IYR
+5.7%
-25.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.6% |
| 7D | +11.0% | -0.1% | +11.1% | +11.1% |
| 30D | -11.7% | +5.7% | -17.4% | -16.8% |
| 3M | -30.8% | -0.6% | -30.2% | -30.5% |
| 6M | -42.9% | +0.5% | -43.4% | -44.6% |
| YTD | -25.9% | +10.4% | -36.3% | -35.5% |
| 1Y | -37.3% | +9.2% | -46.5% | -44.7% |
| 3Y | +150.7% | +40.5% | +110.1% | +61.8% |
| 5Y | -19.3% | +5.9% | -25.2% | -24.9% |
| All | -19.3% | +5.7% | -25.0% | -24.9% |
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