+297.0%
MXL vs IRM
+19.5%
+277.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +1.7% | -12.8% | -13.0% |
| 7D | -24.3% | +2.6% | -26.9% | -26.6% |
| 30D | -46.1% | +5.6% | -51.7% | -48.7% |
| 3M | -21.8% | -4.7% | -17.1% | -17.0% |
| 6M | -27.2% | -6.1% | -21.1% | -21.4% |
| YTD | +226.2% | +46.3% | +179.8% | +169.9% |
| 1Y | +297.0% | +18.7% | +278.3% | +278.7% |
| All | +297.0% | +19.5% | +277.5% | +278.7% |
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 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