+3,459.0%
MLM vs IRM
+9,056.8%
-5,597.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -11.1% | +5.9% | -1.7% |
| 7D | -1.2% | -10.9% | +9.7% | +2.3% |
| 30D | +7.9% | -9.4% | +17.4% | +11.2% |
| 3M | -4.5% | -16.4% | +11.9% | +0.7% |
| 6M | -12.6% | -18.7% | +6.1% | -7.4% |
| YTD | -14.9% | +30.1% | -45.0% | -22.6% |
| 1Y | -13.1% | +8.5% | -21.6% | -16.5% |
| 3Y | +21.2% | +88.0% | -66.8% | -4.6% |
| 5Y | +32.0% | +167.6% | -135.6% | -8.0% |
| 10Y | +195.3% | +458.9% | -263.6% | +58.9% |
| All | +3,459.0% | +9,056.8% | -5,597.8% | +1,063.3% |
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