+117.2%
MPC vs IYR
+12.4%
+104.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.1% | -11.2% | -6.9% |
| 7D | -10.9% | +6.9% | -17.8% | -8.9% |
| 30D | -9.4% | +10.2% | -19.6% | -6.6% |
| 3M | +26.0% | -0.3% | +26.3% | +27.1% |
| 6M | +56.5% | +3.6% | +52.9% | +59.1% |
| YTD | +144.3% | +12.5% | +131.8% | +137.5% |
| 1Y | +117.2% | +12.4% | +104.8% | +111.8% |
| All | +117.2% | +12.4% | +104.8% | +111.8% |
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