+123.3%
MAR vs IRM
+109.6%
+13.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +1.0% | -5.3% | +6.3% | +2.3% |
| 30D | +16.2% | -2.3% | +18.5% | +16.6% |
| 3M | +23.1% | -7.4% | +30.5% | +25.1% |
| 6M | +22.0% | -12.2% | +34.2% | +25.5% |
| YTD | +39.2% | +38.6% | +0.5% | +23.6% |
| 1Y | +48.3% | +14.9% | +33.4% | +39.3% |
| All | +123.3% | +109.6% | +13.6% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling