+25.7%
MLM vs IRM
+168.2%
-142.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.2% |
| 7D | -4.1% | -8.6% | +4.5% | -1.1% |
| 30D | +8.2% | -8.0% | +16.1% | +11.1% |
| 3M | -3.6% | -12.0% | +8.4% | +0.4% |
| 6M | -15.6% | -18.2% | +2.6% | -10.0% |
| YTD | -16.4% | +31.4% | -47.8% | -25.6% |
| 1Y | -14.3% | +9.2% | -23.5% | -18.6% |
| 3Y | +19.3% | +94.6% | -75.3% | -17.4% |
| All | +25.7% | +168.2% | -142.5% | -27.5% |
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 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