-10.4%
MDB vs IRM
+104.5%
-114.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.1% | +0.6% | +2.9% |
| 7D | -0.9% | -3.8% | +2.8% | +0.7% |
| 30D | -15.2% | -3.2% | -12.0% | -13.8% |
| 3M | -17.9% | -7.8% | -10.1% | -15.2% |
| 6M | +9.3% | -12.7% | +22.0% | +14.5% |
| YTD | -22.0% | +36.7% | -58.7% | -36.3% |
| 1Y | -9.3% | +10.0% | -19.4% | -16.8% |
| 3Y | -10.4% | +107.2% | -117.6% | -50.3% |
| All | -10.4% | +104.5% | -114.8% | -50.3% |
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