+364.9%
MXL vs IRM
+22.0%
+342.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.0% | +5.5% | +5.5% |
| 7D | +18.9% | -1.4% | +20.3% | +20.6% |
| 30D | +0.3% | -7.4% | +7.7% | +9.1% |
| 3M | -8.0% | -7.4% | -0.7% | -0.6% |
| 6M | +341.2% | +8.7% | +332.6% | +325.6% |
| YTD | +327.8% | +40.9% | +286.9% | +243.2% |
| 1Y | +364.9% | +20.5% | +344.4% | +317.7% |
| All | +364.9% | +22.0% | +342.9% | +317.7% |
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