+642.2%
MPC vs IRM
+189.3%
+452.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.1% |
| 7D | +5.4% | -0.5% | +5.9% | +5.5% |
| 30D | +31.0% | -8.1% | +39.0% | +33.4% |
| 3M | +46.0% | -9.7% | +55.7% | +49.0% |
| 6M | +77.3% | +10.0% | +67.3% | +71.5% |
| YTD | +141.9% | +43.0% | +98.9% | +117.1% |
| 1Y | +120.9% | +32.7% | +88.2% | +101.4% |
| 3Y | +182.7% | +102.7% | +80.0% | +121.5% |
| All | +642.2% | +189.3% | +452.9% | +433.4% |
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