+1,134.0%
MPC vs IYR
+63.0%
+1,071.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.4% |
| 7D | +3.9% | -0.4% | +4.2% | +4.2% |
| 30D | +33.8% | -2.5% | +36.3% | +36.4% |
| 3M | +49.9% | +1.5% | +48.4% | +47.1% |
| 6M | +80.9% | +3.9% | +77.1% | +72.4% |
| YTD | +147.4% | +9.5% | +137.9% | +124.7% |
| 1Y | +123.2% | +7.5% | +115.7% | +105.9% |
| 3Y | +171.7% | +30.8% | +140.9% | +103.6% |
| 5Y | +678.6% | +4.8% | +673.8% | +605.4% |
| 10Y | +1,134.0% | +64.3% | +1,069.7% | +645.9% |
| All | +1,134.0% | +63.0% | +1,071.0% | +645.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling