+5,778.3%
MU vs IRM
+407.3%
+5,371.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.3% |
| 7D | +7.2% | +1.6% | +5.5% | +6.3% |
| 30D | +14.0% | -4.2% | +18.2% | +16.4% |
| 3M | +5.4% | -5.4% | +10.8% | +8.7% |
| 6M | +170.3% | +12.0% | +158.3% | +159.2% |
| YTD | +250.7% | +42.0% | +208.6% | +201.0% |
| 1Y | +662.1% | +29.9% | +632.2% | +578.5% |
| 3Y | +1,341.2% | +104.4% | +1,236.9% | +941.5% |
| 5Y | +1,319.3% | +191.0% | +1,128.3% | +770.8% |
| 10Y | +5,778.3% | +417.1% | +5,361.2% | +2,503.7% |
| All | +5,778.3% | +407.3% | +5,371.0% | +2,503.7% |
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 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