+2,968.0%
MPC vs IRM
+770.0%
+2,198.0%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | -16.2% | -8.6% | -7.6% | -13.5% |
| 30D | -15.7% | -8.0% | -7.7% | -13.4% |
| 3M | +24.9% | -12.0% | +36.9% | +30.0% |
| 6M | +52.7% | -18.2% | +70.8% | +62.4% |
| YTD | +131.9% | +31.4% | +100.5% | +100.7% |
| 1Y | +96.6% | +9.2% | +87.5% | +83.2% |
| 3Y | +163.8% | +94.6% | +69.2% | +83.6% |
| 5Y | +533.1% | +170.2% | +363.0% | +265.4% |
| 10Y | +1,118.6% | +464.3% | +654.3% | +380.2% |
| All | +2,968.0% | +770.0% | +2,198.0% | +769.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling