-24.7%
MDB vs IRM
+189.3%
-214.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -5.1% |
| 7D | -17.4% | -0.5% | -17.0% | -17.1% |
| 30D | -2.0% | -8.1% | +6.1% | +3.0% |
| 3M | -3.0% | -9.7% | +6.7% | +2.1% |
| 6M | +48.7% | +10.0% | +38.7% | +33.7% |
| YTD | -12.1% | +43.0% | -55.1% | -35.1% |
| 1Y | +14.5% | +32.7% | -18.2% | -11.9% |
| 3Y | -6.1% | +102.7% | -108.9% | -54.0% |
| All | -24.7% | +189.3% | -214.0% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling