+2,423.9%
MUU vs IYR
+5.8%
+2,418.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.9% | -8.4% | -8.4% |
| 7D | +3.6% | -2.8% | +6.4% | +6.5% |
| 30D | +22.3% | -2.5% | +24.9% | +25.4% |
| 3M | -8.2% | -3.0% | -5.3% | -9.6% |
| 6M | +256.3% | +1.6% | +254.7% | +215.8% |
| YTD | +534.4% | +7.3% | +527.1% | +395.5% |
| 1Y | +2,163.5% | +5.6% | +2,157.9% | +1,719.8% |
| All | +2,423.9% | +5.8% | +2,418.0% | +1,842.8% |
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 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