+1,116.6%
MPC vs IRM
+409.6%
+707.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.3% |
| 7D | +5.4% | -0.5% | +5.9% | +5.6% |
| 30D | +31.0% | -8.1% | +39.0% | +35.1% |
| 3M | +46.0% | -9.7% | +55.7% | +51.0% |
| 6M | +77.3% | +10.0% | +67.3% | +67.5% |
| YTD | +141.9% | +43.0% | +98.9% | +102.8% |
| 1Y | +120.9% | +32.7% | +88.2% | +89.8% |
| 3Y | +182.7% | +102.7% | +80.0% | +89.8% |
| 5Y | +646.4% | +187.6% | +458.9% | +301.8% |
| All | +1,116.6% | +409.6% | +707.0% | +332.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling