+2,396.1%
MUU vs IYR
+6.7%
+2,389.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.9% |
| 7D | -8.2% | -1.4% | -6.9% | -7.0% |
| 30D | +10.2% | -2.7% | +12.8% | +13.0% |
| 3M | -26.5% | -2.1% | -24.4% | -28.2% |
| 6M | +227.2% | +3.6% | +223.6% | +182.0% |
| YTD | +527.4% | +8.1% | +519.3% | +386.2% |
| 1Y | +1,843.7% | +4.7% | +1,839.0% | +1,504.7% |
| All | +2,396.1% | +6.7% | +2,389.4% | +1,806.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling