+265.1%
MU vs IRM
+19.5%
+245.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.7% | -8.7% | -8.2% |
| 7D | -19.1% | +2.6% | -21.7% | -20.7% |
| 30D | -25.2% | +5.6% | -30.9% | -28.2% |
| 3M | -10.9% | -4.7% | -6.2% | -7.8% |
| 6M | +38.0% | -6.1% | +44.1% | +45.3% |
| YTD | +178.8% | +46.3% | +132.5% | +141.0% |
| 1Y | +265.1% | +18.7% | +246.4% | +240.2% |
| All | +265.1% | +19.5% | +245.7% | +240.2% |
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 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