+601.4%
MPC vs IRM
+188.8%
+412.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.1% |
| 7D | +9.4% | +8.6% | +0.8% | +7.5% |
| 30D | -13.4% | 0.0% | -13.4% | -13.6% |
| 3M | +18.9% | -7.1% | +26.0% | +20.3% |
| 6M | +64.9% | -7.9% | +72.8% | +66.6% |
| YTD | +156.8% | +41.3% | +115.5% | +130.2% |
| 1Y | +113.2% | +20.7% | +92.4% | +99.2% |
| 3Y | +201.8% | +112.2% | +89.7% | +132.4% |
| 5Y | +601.4% | +191.2% | +410.1% | +378.7% |
| All | +601.4% | +188.8% | +412.5% | +378.7% |
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 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