+54.6%
MDT vs IRM
+113.6%
-59.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -3.7% | +8.6% | -12.3% | -4.5% |
| 30D | +8.6% | 0.0% | +8.6% | +8.4% |
| 3M | +12.2% | -7.1% | +19.3% | +12.9% |
| 6M | +33.7% | -7.9% | +41.6% | +34.6% |
| YTD | +7.8% | +41.3% | -33.5% | +1.0% |
| 1Y | +8.9% | +20.7% | -11.8% | +4.8% |
| All | +54.6% | +113.6% | -59.1% | +31.7% |
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 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