+1,135.3%
MPC vs IRM
+514.0%
+621.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +2.8% |
| 7D | +2.6% | -5.3% | +7.8% | +4.6% |
| 30D | -12.2% | -2.3% | -9.9% | -11.8% |
| 3M | +20.1% | -7.4% | +27.5% | +22.7% |
| 6M | +60.6% | -12.2% | +72.8% | +66.4% |
| YTD | +150.6% | +38.6% | +111.9% | +110.9% |
| 1Y | +104.7% | +14.9% | +89.8% | +86.4% |
| 3Y | +194.5% | +108.2% | +86.3% | +93.0% |
| 5Y | +582.3% | +183.8% | +398.4% | +263.8% |
| 10Y | +1,135.3% | +512.6% | +622.7% | +287.7% |
| All | +1,135.3% | +514.0% | +621.3% | +287.7% |
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 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