+210.8%
MGY vs IRM
+441.7%
-230.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.6% |
| 7D | +1.5% | +3.0% | -1.5% | +0.3% |
| 30D | +6.8% | -5.2% | +12.1% | +8.8% |
| 3M | +2.6% | -8.0% | +10.6% | +5.1% |
| 6M | -3.1% | +9.2% | -12.3% | -8.4% |
| YTD | +29.4% | +41.0% | -11.6% | +9.2% |
| 1Y | +22.3% | +23.3% | -0.9% | +8.4% |
| 3Y | +26.6% | +102.8% | -76.3% | -15.3% |
| 5Y | +92.1% | +192.8% | -100.7% | +5.1% |
| All | +210.8% | +441.7% | -230.9% | +28.8% |
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 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