-34.6%
MP vs IRM
+19.5%
-54.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.8% | -6.2% |
| 7D | -12.5% | +2.6% | -15.1% | -14.0% |
| 30D | -23.3% | +5.6% | -29.0% | -26.0% |
| 3M | -24.4% | -4.7% | -19.6% | -22.1% |
| 6M | -45.8% | -6.1% | -39.7% | -43.8% |
| YTD | -28.9% | +46.3% | -75.2% | -45.9% |
| 1Y | -34.6% | +18.7% | -53.3% | -39.5% |
| All | -34.6% | +19.5% | -54.0% | -39.5% |
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