-10.9%
MP vs IRM
+187.5%
-198.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +4.0% |
| 7D | +9.5% | +6.8% | +2.7% | +5.1% |
| 30D | -3.0% | +2.6% | -5.6% | -4.7% |
| 3M | -30.4% | -9.5% | -20.9% | -26.1% |
| 6M | -39.2% | -8.5% | -30.7% | -36.2% |
| YTD | -23.3% | +40.3% | -63.6% | -38.5% |
| 1Y | -32.6% | +28.7% | -61.3% | -43.0% |
| 3Y | +159.3% | +111.8% | +47.4% | +32.4% |
| All | -10.9% | +187.5% | -198.3% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling