+235.5%
MXL vs IRM
+1,088.8%
-853.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +4.6% |
| 7D | +1.6% | -0.5% | +2.1% | +1.9% |
| 30D | -7.0% | -8.1% | +1.1% | -2.4% |
| 3M | -33.4% | -9.7% | -23.7% | -29.0% |
| 6M | +260.2% | +10.0% | +250.2% | +248.4% |
| YTD | +260.0% | +43.0% | +217.0% | +203.3% |
| 1Y | +303.5% | +32.7% | +270.8% | +253.2% |
| 3Y | +160.4% | +102.7% | +57.7% | +82.9% |
| 5Y | +14.7% | +187.6% | -172.9% | -32.2% |
| 10Y | +215.6% | +420.1% | -204.5% | +33.3% |
| All | +235.5% | +1,088.8% | -853.3% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling