+349.5%
MTUM vs IRM
+440.8%
-91.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.6% |
| 7D | +0.7% | -1.4% | +2.2% | +1.2% |
| 30D | -2.4% | -7.4% | +4.9% | +0.1% |
| 3M | -3.6% | -7.4% | +3.7% | -1.3% |
| 6M | +23.7% | +8.7% | +15.0% | +20.0% |
| YTD | +22.9% | +40.9% | -18.0% | +9.0% |
| 1Y | +21.8% | +20.5% | +1.2% | +13.3% |
| 3Y | +114.4% | +101.7% | +12.7% | +65.2% |
| 5Y | +79.6% | +197.7% | -118.1% | +19.8% |
| All | +349.5% | +440.8% | -91.3% | +133.4% |
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 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