+89.0%
MGY vs IRM
+197.3%
-108.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.8% | -0.4% |
| 7D | +3.5% | -1.4% | +5.0% | +3.9% |
| 30D | +5.3% | -7.4% | +12.7% | +7.4% |
| 3M | +2.6% | -7.4% | +10.0% | +4.3% |
| 6M | -3.3% | +8.7% | -12.0% | -7.4% |
| YTD | +29.2% | +40.9% | -11.7% | +12.4% |
| 1Y | +18.0% | +20.5% | -2.5% | +7.9% |
| 3Y | +30.0% | +101.7% | -71.7% | -10.2% |
| All | +89.0% | +197.3% | -108.3% | +11.1% |
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 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