+117.2%
MPC vs IRM
+19.5%
+97.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.7% | -9.8% | -8.1% |
| 7D | -10.9% | +2.6% | -13.5% | -10.9% |
| 30D | -9.4% | +5.6% | -15.0% | -9.5% |
| 3M | +26.0% | -4.7% | +30.7% | +26.4% |
| 6M | +56.5% | -6.1% | +62.6% | +57.3% |
| YTD | +144.3% | +46.3% | +97.9% | +129.4% |
| 1Y | +117.2% | +18.7% | +98.5% | +116.3% |
| All | +117.2% | +19.5% | +97.8% | +116.3% |
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