+24.2%
MDT vs IRM
+98.2%
-73.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | -0.1% |
| 7D | -1.6% | -1.8% | +0.2% | -1.4% |
| 30D | +1.0% | -7.8% | +8.8% | +1.9% |
| 3M | +15.2% | -7.9% | +23.1% | +16.1% |
| 6M | +3.7% | +6.3% | -2.7% | +2.1% |
| YTD | -3.0% | +38.2% | -41.1% | -8.6% |
| 1Y | +2.5% | +19.8% | -17.4% | -1.4% |
| All | +24.2% | +98.2% | -73.9% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling