-43.2%
MDB vs IRM
+185.3%
-228.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.1% | +0.6% | +2.1% |
| 7D | -0.9% | -3.8% | +2.8% | +1.4% |
| 30D | -15.2% | -3.2% | -12.0% | -13.3% |
| 3M | -17.9% | -7.8% | -10.1% | -13.8% |
| 6M | +9.3% | -12.7% | +22.0% | +16.9% |
| YTD | -22.0% | +36.7% | -58.7% | -41.2% |
| 1Y | -9.3% | +10.0% | -19.4% | -20.0% |
| 3Y | -10.4% | +107.2% | -117.6% | -59.0% |
| 5Y | -43.2% | +181.6% | -224.8% | -80.0% |
| All | -43.2% | +185.3% | -228.6% | -80.0% |
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