-21.0%
MDLN vs IRM
+41.4%
-62.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -4.7% |
| 7D | -11.5% | -1.8% | -9.7% | -11.3% |
| 30D | -7.6% | -7.8% | +0.2% | -7.0% |
| 3M | -11.4% | -7.9% | -3.5% | -11.1% |
| 6M | -24.5% | +6.3% | -30.8% | -26.1% |
| YTD | -22.9% | +38.2% | -61.0% | -29.5% |
| All | -21.0% | +41.4% | -62.4% | -29.4% |
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