+1,005.1%
MDT vs IRM
+9,964.6%
-8,959.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.8% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | +9.5% | -8.1% | +17.6% | +11.3% |
| 3M | +16.0% | -9.7% | +25.6% | +18.1% |
| 6M | +0.2% | +10.0% | -9.8% | -2.5% |
| YTD | -0.3% | +43.0% | -43.3% | -8.8% |
| 1Y | +4.7% | +32.7% | -28.0% | -3.0% |
| 3Y | +26.5% | +102.7% | -76.2% | +4.9% |
| 5Y | -18.2% | +187.6% | -205.8% | -38.0% |
| 10Y | +40.0% | +420.1% | -380.1% | -9.6% |
| All | +1,005.1% | +9,964.6% | -8,959.6% | +297.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling