+199.8%
MPC vs IYR
+41.7%
+158.1%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +11.2% | +0.6% | +10.7% | +11.0% |
| 30D | -14.5% | +6.6% | -21.0% | -16.4% |
| 3M | +16.7% | -1.8% | +18.5% | +17.5% |
| 6M | +67.6% | +1.4% | +66.1% | +66.0% |
| YTD | +157.9% | +10.5% | +147.4% | +143.2% |
| 1Y | +116.7% | +10.6% | +106.0% | +104.2% |
| 3Y | +199.8% | +41.8% | +157.9% | +138.0% |
| All | +199.8% | +41.7% | +158.1% | +138.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling