-13.4%
MLM vs IRM
+10.0%
-23.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.1% | -1.6% | +1.3% |
| 7D | -3.8% | -3.8% | -0.1% | -2.8% |
| 30D | +11.0% | -3.2% | +14.2% | +11.9% |
| 3M | -3.1% | -7.8% | +4.7% | -1.2% |
| 6M | -9.8% | -12.7% | +2.9% | -6.6% |
| YTD | -14.4% | +36.7% | -51.1% | -22.4% |
| All | -13.4% | +10.0% | -23.5% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling