+255.6%
MXL vs IRM
+1,080.9%
-825.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.7% | +6.7% | +6.4% |
| 7D | +15.5% | +1.6% | +13.8% | +14.3% |
| 30D | -11.3% | -4.2% | -7.1% | -8.8% |
| 3M | -16.1% | -5.4% | -10.7% | -13.1% |
| 6M | +323.0% | +12.0% | +311.0% | +305.1% |
| YTD | +281.5% | +42.0% | +239.5% | +222.6% |
| 1Y | +319.3% | +29.9% | +289.4% | +271.1% |
| 3Y | +189.4% | +104.4% | +85.0% | +102.4% |
| 5Y | +26.0% | +191.0% | -165.0% | -25.9% |
| 10Y | +243.5% | +417.1% | -173.6% | +45.6% |
| All | +255.6% | +1,080.9% | -825.3% | -17.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling