+812.5%
MU vs IYR
+713.1%
+99.4%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -0.9% |
| 7D | -15.2% | +2.1% | -17.3% | -16.5% |
| 30D | -29.5% | +7.2% | -36.7% | -33.4% |
| 3M | -15.8% | +0.4% | -16.2% | -16.5% |
| 6M | -2.9% | +1.4% | -4.3% | -6.1% |
| YTD | +154.2% | +11.3% | +142.9% | +127.8% |
| 1Y | +186.6% | +10.5% | +176.1% | +158.2% |
| 3Y | +871.5% | +41.7% | +829.8% | +614.3% |
| 5Y | +911.7% | +7.1% | +904.6% | +823.4% |
| 10Y | +4,277.4% | +89.1% | +4,188.3% | +2,434.1% |
| All | +812.5% | +713.1% | +99.4% | +75.1% |
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