+38.0%
MDT vs IRM
+430.1%
-392.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.2% |
| 7D | -1.6% | -1.8% | +0.2% | -1.1% |
| 30D | +1.0% | -7.8% | +8.8% | +2.9% |
| 3M | +15.2% | -7.9% | +23.1% | +17.1% |
| 6M | +3.7% | +6.3% | -2.7% | +1.0% |
| YTD | -3.0% | +38.2% | -41.1% | -12.4% |
| 1Y | +2.5% | +19.8% | -17.4% | -4.2% |
| 3Y | +26.5% | +98.8% | -72.3% | -1.3% |
| 5Y | -18.3% | +191.8% | -210.1% | -44.3% |
| All | +38.0% | +430.1% | -392.1% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling