+938.2%
MU vs IRM
+187.5%
+750.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.1% |
| 7D | +12.8% | +6.8% | +6.0% | +8.6% |
| 30D | -14.9% | +2.6% | -17.5% | -15.3% |
| 3M | -18.0% | -9.5% | -8.6% | -12.6% |
| 6M | -3.1% | -8.5% | +5.4% | +3.6% |
| YTD | +172.9% | +40.3% | +132.6% | +133.6% |
| 1Y | +228.8% | +28.7% | +200.2% | +194.3% |
| 3Y | +950.8% | +111.8% | +839.0% | +615.8% |
| All | +938.2% | +187.5% | +750.8% | +510.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling