+1,315.7%
MU vs IRM
+189.3%
+1,126.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.5% | +5.2% |
| 7D | +9.0% | -0.5% | +9.4% | +9.2% |
| 30D | +13.8% | -8.1% | +21.9% | +19.2% |
| 3M | +2.1% | -9.7% | +11.7% | +8.5% |
| 6M | +153.8% | +10.0% | +143.8% | +144.9% |
| YTD | +256.4% | +43.0% | +213.4% | +200.1% |
| 1Y | +719.8% | +32.7% | +687.1% | +612.9% |
| 3Y | +1,360.4% | +102.7% | +1,257.6% | +915.6% |
| All | +1,315.7% | +189.3% | +1,126.4% | +733.3% |
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