+240.3%
IONQ vs MCK
+422.6%
-182.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -7.0% | -2.9% | -4.1% | -7.4% |
| 30D | -18.7% | +0.4% | -19.1% | -18.6% |
| 3M | -36.6% | +12.1% | -48.7% | -35.4% |
| 6M | +7.2% | -5.4% | +12.7% | +9.2% |
| YTD | -18.1% | +7.8% | -25.9% | -15.9% |
| 1Y | -21.9% | +22.9% | -44.8% | -20.3% |
| 3Y | +86.7% | +110.7% | -24.0% | +84.1% |
| 5Y | +267.5% | +346.2% | -78.7% | +225.6% |
| All | +240.3% | +422.6% | -182.4% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 10y: compounded portfolio wealth divided by compounded MCK 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…
10y analysis · Full analysis span regression · 6 months rolling