+127.0%
MP vs IRM
+90.1%
+36.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.0% | +4.0% | +4.5% |
| 7D | -10.5% | -8.6% | -1.9% | -6.6% |
| 30D | -23.5% | -8.0% | -15.6% | -20.4% |
| 3M | -25.4% | -12.0% | -13.5% | -20.7% |
| 6M | -51.3% | -18.2% | -33.1% | -46.5% |
| YTD | -29.9% | +31.4% | -61.3% | -37.7% |
| 1Y | -31.8% | +9.2% | -41.0% | -34.5% |
| 3Y | +127.0% | +94.6% | +32.4% | +15.7% |
| All | +127.0% | +90.1% | +36.9% | +15.7% |
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