+4,271.9%
MU vs IRM
+480.4%
+3,791.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.1% | +2.2% | +4.2% |
| 7D | -12.0% | -3.8% | -8.3% | -9.7% |
| 30D | -28.7% | -3.2% | -25.5% | -27.0% |
| 3M | -16.4% | -7.8% | -8.7% | -12.4% |
| 6M | -1.8% | -12.7% | +10.9% | +6.5% |
| YTD | +157.1% | +36.7% | +120.4% | +126.5% |
| 1Y | +208.5% | +10.0% | +198.5% | +199.4% |
| 3Y | +906.2% | +107.2% | +798.9% | +630.5% |
| 5Y | +893.4% | +181.6% | +711.8% | +524.0% |
| 10Y | +4,271.9% | +481.1% | +3,790.7% | +1,786.0% |
| All | +4,271.9% | +480.4% | +3,791.4% | +1,786.0% |
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