+19.9%
MDT vs IRM
+19.5%
+0.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.5% | +6.2% |
| 7D | +10.7% | +2.6% | +8.2% | +10.8% |
| 30D | +19.3% | +5.6% | +13.7% | +19.4% |
| 3M | +22.8% | -4.7% | +27.5% | +22.8% |
| 6M | +36.4% | -6.1% | +42.5% | +36.6% |
| YTD | +12.1% | +46.3% | -34.3% | +10.3% |
| 1Y | +19.9% | +18.7% | +1.2% | +24.4% |
| All | +19.9% | +19.5% | +0.5% | +24.4% |
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 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