-10.8%
MDLN vs IRM
+46.4%
-57.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | +3.7% | -0.5% | +4.2% | +3.8% |
| 30D | -0.2% | -8.1% | +7.9% | +0.5% |
| 3M | +6.2% | -9.7% | +15.9% | +7.1% |
| 6M | -14.7% | +10.0% | -24.7% | -16.8% |
| YTD | -12.9% | +43.0% | -55.9% | -20.6% |
| All | -10.8% | +46.4% | -57.1% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling