+534.5%
MPC vs IYR
+5.0%
+529.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -16.2% | +2.0% | -18.2% | -17.0% |
| 30D | -15.7% | +8.2% | -24.0% | -18.6% |
| 3M | +24.9% | -1.7% | +26.6% | +25.5% |
| 6M | +52.7% | -0.4% | +53.0% | +52.1% |
| YTD | +131.9% | +9.9% | +122.0% | +119.5% |
| 1Y | +96.6% | +10.4% | +86.2% | +85.7% |
| 3Y | +163.8% | +38.4% | +125.3% | +122.4% |
| All | +534.5% | +5.0% | +529.5% | +505.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling