-25.7%
IREN vs MLM
+25.7%
-51.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.0% |
| 7D | -16.0% | -0.9% | -15.2% | -15.3% |
| 30D | -40.5% | +9.0% | -49.6% | -46.4% |
| 3M | -59.4% | -5.6% | -53.8% | -58.0% |
| 6M | -67.1% | -10.7% | -56.4% | -65.3% |
| YTD | -51.9% | -17.2% | -34.7% | -45.1% |
| 1Y | -62.7% | -14.2% | -48.4% | -59.1% |
| 3Y | +507.7% | +15.6% | +492.1% | +339.8% |
| All | -25.7% | +25.7% | -51.4% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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