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mirr

Modified internal rate of return.

v = mirr(values, finance_rate, reinvest_rate)

Returns the modified IRR: assumes negative cash flows are financed at finance_rate and positive cash flows are reinvested at reinvest_rate. Avoids IRR’s unrealistic assumption that all flows are reinvested at the IRR itself.

mirr([-10000 3000 4200 6800], 0.10, 0.12)
  • irr — Internal rate of return for a series of cash flows.