-6.1%
MP vs IRM
+181.9%
-188.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.0% | -1.0% | +0.5% |
| 7D | -3.6% | -5.1% | +1.4% | -0.8% |
| 30D | -21.0% | -3.3% | -17.7% | -19.5% |
| 3M | -33.3% | -8.2% | -25.1% | -29.9% |
| 6M | -45.9% | -12.8% | -33.2% | -41.6% |
| YTD | -27.8% | +36.6% | -64.4% | -41.1% |
| 1Y | -43.2% | +11.9% | -55.1% | -47.6% |
| 3Y | +144.0% | +105.1% | +38.9% | +28.4% |
| 5Y | -6.1% | +182.4% | -188.5% | -61.9% |
| All | -6.1% | +181.9% | -188.0% | -61.9% |
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