+140.5%
MLM vs IRM
+524.5%
-384.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -2.0% |
| 7D | -2.0% | +8.6% | -10.6% | -5.1% |
| 30D | +9.5% | 0.0% | +9.5% | +9.2% |
| 3M | -4.7% | -7.1% | +2.4% | -2.5% |
| 6M | -10.7% | -7.9% | -2.8% | -8.6% |
| YTD | -16.6% | +41.3% | -57.9% | -28.6% |
| 1Y | -15.4% | +20.7% | -36.1% | -23.1% |
| 3Y | +15.9% | +112.2% | -96.2% | -21.1% |
| 5Y | +27.1% | +191.2% | -164.1% | -26.1% |
| All | +140.5% | +524.5% | -384.0% | -6.6% |
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