-40.7%
MP vs IRM
+12.7%
-53.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.7% | -0.2% |
| 7D | +2.3% | -5.3% | +7.5% | +5.6% |
| 30D | -15.3% | -2.3% | -13.0% | -14.2% |
| 3M | -33.5% | -7.4% | -26.1% | -30.4% |
| 6M | -45.5% | -12.2% | -33.3% | -41.2% |
| YTD | -27.3% | +38.6% | -65.9% | -42.0% |
| 1Y | -40.7% | +14.9% | -55.6% | -46.0% |
| All | -40.7% | +12.7% | -53.5% | -46.0% |
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