+855.4%
MU vs IYR
+36.6%
+818.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.6% | +5.7% | +5.3% |
| 7D | -22.0% | +2.0% | -24.0% | -22.4% |
| 30D | -36.6% | +8.2% | -44.8% | -38.3% |
| 3M | -21.7% | -1.7% | -20.0% | -21.0% |
| 6M | +3.5% | -0.4% | +3.9% | +2.8% |
| YTD | +141.9% | +9.9% | +132.1% | +124.0% |
| 1Y | +189.8% | +10.4% | +179.4% | +167.1% |
| 3Y | +855.4% | +38.4% | +816.9% | +690.6% |
| All | +855.4% | +36.6% | +818.8% | +690.6% |
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 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