-2.3%
MDB vs IRM
+101.3%
-103.6%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.8% |
| 7D | -17.4% | -0.5% | -17.0% | -17.2% |
| 30D | -2.0% | -8.1% | +6.1% | +1.3% |
| 3M | -3.0% | -9.7% | +6.7% | +0.6% |
| 6M | +48.7% | +10.0% | +38.7% | +37.1% |
| YTD | -12.1% | +43.0% | -55.1% | -30.2% |
| 1Y | +14.5% | +32.7% | -18.2% | -6.0% |
| All | -2.3% | +101.3% | -103.6% | -45.3% |
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