+48.4%
MAR vs IRM
+20.8%
+27.7%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | +1.6% | +6.8% | -5.2% | +0.2% |
| 30D | +13.8% | +2.6% | +11.2% | +13.0% |
| 3M | +20.3% | -9.5% | +29.7% | +22.3% |
| 6M | +21.3% | -8.5% | +29.8% | +22.7% |
| YTD | +37.2% | +40.3% | -3.1% | +23.2% |
| 1Y | +48.4% | +28.7% | +19.8% | +36.1% |
| All | +48.4% | +20.8% | +27.7% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling