+153.3%
MP vs IRM
+103.0%
+50.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +0.6% |
| 7D | -2.9% | -0.5% | -2.4% | -2.7% |
| 30D | +13.8% | -8.1% | +21.9% | +18.5% |
| 3M | -16.7% | -9.7% | -7.0% | -12.6% |
| 6M | -11.5% | +10.0% | -21.5% | -15.4% |
| YTD | +7.9% | +43.0% | -35.1% | -8.7% |
| 1Y | -15.0% | +32.7% | -47.7% | -26.0% |
| All | +153.3% | +103.0% | +50.3% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling