-19.5%
MDT vs IRM
+190.5%
-209.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | -0.3% | +3.0% | -3.3% | -0.9% |
| 30D | +2.8% | -5.2% | +8.0% | +3.7% |
| 3M | +13.1% | -8.0% | +21.1% | +14.6% |
| 6M | +2.3% | +9.2% | -6.8% | -0.5% |
| YTD | -2.7% | +41.0% | -43.7% | -11.1% |
| 1Y | +0.9% | +23.3% | -22.4% | -5.2% |
| 3Y | +26.8% | +102.8% | -76.0% | -0.2% |
| 5Y | -19.5% | +192.8% | -212.2% | -43.8% |
| All | -19.5% | +190.5% | -209.9% | -43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling