+104.7%
MPC vs IYR
+9.7%
+95.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.3% |
| 7D | +2.6% | -1.2% | +3.8% | +2.1% |
| 30D | -12.2% | +6.1% | -18.3% | -10.4% |
| 3M | +20.1% | +0.9% | +19.1% | +21.2% |
| 6M | +60.6% | +1.2% | +59.4% | +62.2% |
| YTD | +150.6% | +11.1% | +139.5% | +140.8% |
| 1Y | +104.7% | +9.0% | +95.7% | +101.0% |
| All | +104.7% | +9.7% | +95.0% | +101.0% |
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