-19.3%
IREN vs MLM
+29.3%
-48.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -7.4% |
| 7D | -19.3% | -2.9% | -16.5% | -17.0% |
| 30D | -43.9% | +10.4% | -54.4% | -50.1% |
| 3M | -49.1% | -3.7% | -45.3% | -48.3% |
| 6M | -67.8% | -10.3% | -57.5% | -66.0% |
| YTD | -47.8% | -14.8% | -33.0% | -42.0% |
| 1Y | -67.2% | -13.9% | -53.3% | -63.9% |
| 3Y | +566.6% | +18.4% | +548.2% | +372.0% |
| All | -19.3% | +29.3% | -48.6% | -56.2% |
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