+104.7%
MPC vs IRM
+12.7%
+91.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +3.3% |
| 7D | +2.6% | -5.3% | +7.8% | +2.7% |
| 30D | -12.2% | -2.3% | -9.9% | -12.1% |
| 3M | +20.1% | -7.4% | +27.5% | +20.5% |
| 6M | +60.6% | -12.2% | +72.8% | +61.9% |
| YTD | +150.6% | +38.6% | +111.9% | +132.9% |
| 1Y | +104.7% | +14.9% | +89.8% | +101.3% |
| All | +104.7% | +12.7% | +91.9% | +101.3% |
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