+3,101.0%
MPC vs IYR
+181.6%
+2,919.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.9% |
| 7D | +5.4% | -1.2% | +6.7% | +6.6% |
| 30D | +31.0% | -2.9% | +33.8% | +34.1% |
| 3M | +46.0% | +0.8% | +45.2% | +44.0% |
| 6M | +77.3% | +1.9% | +75.5% | +71.7% |
| YTD | +141.9% | +9.6% | +132.3% | +118.8% |
| 1Y | +120.9% | +8.1% | +112.8% | +102.1% |
| 3Y | +182.7% | +29.2% | +153.5% | +112.7% |
| 5Y | +646.4% | +4.3% | +642.1% | +570.2% |
| 10Y | +1,138.7% | +64.7% | +1,074.0% | +615.7% |
| All | +3,101.0% | +181.6% | +2,919.4% | +961.8% |
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