+3,109.1%
MPC vs IYR
+186.6%
+2,922.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.5% | +3.1% | +3.3% |
| 7D | -9.4% | +2.3% | -11.7% | -11.4% |
| 30D | -14.3% | +7.4% | -21.7% | -19.8% |
| 3M | +31.1% | -0.7% | +31.8% | +30.9% |
| 6M | +60.3% | +1.6% | +58.6% | +55.7% |
| YTD | +142.5% | +11.6% | +131.0% | +114.7% |
| 1Y | +104.6% | +10.5% | +94.1% | +82.8% |
| 3Y | +191.7% | +43.4% | +148.3% | +98.9% |
| 5Y | +549.2% | +6.8% | +542.4% | +467.6% |
| 10Y | +1,106.2% | +86.0% | +1,020.2% | +518.4% |
| All | +3,109.1% | +186.6% | +2,922.5% | +941.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling