+70.1%
MDT vs IRM
+520.0%
-449.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +1.0% | +6.8% | -5.7% | -0.6% |
| 30D | +9.2% | +2.6% | +6.6% | +8.1% |
| 3M | +14.5% | -9.5% | +24.0% | +16.7% |
| 6M | +37.3% | -8.5% | +45.8% | +39.1% |
| YTD | +9.8% | +40.3% | -30.5% | -1.8% |
| 1Y | +10.5% | +28.7% | -18.1% | +1.1% |
| 3Y | +57.4% | +111.8% | -54.4% | +20.0% |
| 5Y | +1.2% | +189.1% | -187.9% | -31.2% |
| All | +70.1% | +520.0% | -449.9% | -9.1% |
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