+181.2%
MLM vs IRM
+456.9%
-275.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.2% |
| 7D | -4.1% | -8.6% | +4.5% | -0.9% |
| 30D | +8.2% | -8.0% | +16.1% | +11.4% |
| 3M | -3.6% | -12.0% | +8.4% | +0.7% |
| 6M | -15.6% | -18.2% | +2.6% | -9.6% |
| YTD | -16.4% | +31.4% | -47.8% | -26.3% |
| 1Y | -14.3% | +9.2% | -23.5% | -18.9% |
| 3Y | +19.3% | +94.6% | -75.3% | -15.3% |
| 5Y | +29.6% | +170.2% | -140.6% | -21.6% |
| All | +181.2% | +456.9% | -275.7% | +25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling