+1,045.0%
IJH vs MKC
+966.8%
+78.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | -2.5% | -2.8% | +0.3% | -1.4% |
| 30D | -5.0% | -3.4% | -1.6% | -3.9% |
| 3M | +0.5% | +3.8% | -3.2% | -1.6% |
| 6M | +8.2% | -17.9% | +26.2% | +15.4% |
| YTD | +12.4% | -23.6% | +36.1% | +22.6% |
| 1Y | +14.4% | -23.1% | +37.5% | +23.8% |
| 3Y | +49.5% | -31.5% | +81.0% | +66.3% |
| 5Y | +47.8% | -33.1% | +80.9% | +62.3% |
| 10Y | +180.4% | +29.3% | +151.1% | +117.7% |
| All | +1,045.0% | +966.8% | +78.2% | +318.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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