+1,017.5%
MDB vs IRM
+353.2%
+664.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -4.5% | +3.0% | -7.6% | -5.8% |
| 30D | -14.0% | -5.2% | -8.8% | -12.0% |
| 3M | +5.3% | -8.0% | +13.4% | +8.4% |
| 6M | +31.9% | +9.2% | +22.7% | +23.7% |
| YTD | -14.6% | +41.0% | -55.6% | -29.4% |
| 1Y | +8.2% | +23.3% | -15.0% | -5.1% |
| 3Y | -5.0% | +102.8% | -107.9% | -35.0% |
| 5Y | -24.5% | +192.8% | -217.3% | -54.5% |
| All | +1,017.5% | +353.2% | +664.3% | +406.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling