+3,370.9%
MLM vs IRM
+9,964.6%
-6,593.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.6% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | -6.8% | -8.1% | +1.3% | -4.5% |
| 3M | -11.2% | -9.7% | -1.6% | -8.7% |
| 6M | -21.8% | +10.0% | -31.8% | -24.7% |
| YTD | -17.0% | +43.0% | -60.0% | -26.6% |
| 1Y | -16.4% | +32.7% | -49.0% | -24.7% |
| 3Y | +14.5% | +102.7% | -88.2% | -11.9% |
| 5Y | +41.7% | +187.6% | -145.8% | -3.3% |
| 10Y | +200.0% | +420.1% | -220.1% | +64.6% |
| All | +3,370.9% | +9,964.6% | -6,593.7% | +1,003.8% |
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 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