+189.8%
MU vs IRM
+10.0%
+179.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +4.1% | +2.2% | +2.7% |
| 7D | -12.0% | -3.8% | -8.3% | -8.2% |
| 30D | -28.7% | -3.2% | -25.5% | -25.8% |
| 3M | -16.4% | -7.8% | -8.7% | -9.6% |
| 6M | -1.8% | -12.7% | +10.9% | +11.1% |
| YTD | +157.1% | +36.7% | +120.4% | +123.9% |
| All | +189.8% | +10.0% | +179.7% | +185.6% |
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