+1,166.2%
MPC vs IYR
+87.2%
+1,079.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +3.0% |
| 7D | +9.4% | -0.1% | +9.5% | +9.5% |
| 30D | -13.4% | +5.7% | -19.1% | -17.7% |
| 3M | +18.9% | -0.6% | +19.5% | +18.7% |
| 6M | +64.9% | +0.5% | +64.4% | +61.9% |
| YTD | +156.8% | +10.4% | +146.4% | +130.1% |
| 1Y | +113.2% | +9.2% | +104.0% | +93.0% |
| 3Y | +201.8% | +40.5% | +161.3% | +110.5% |
| 5Y | +601.4% | +5.9% | +595.4% | +525.8% |
| All | +1,166.2% | +87.2% | +1,079.1% | +624.1% |
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