+32.7%
IRM vs MKC
-23.4%
+56.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.6% |
| 7D | -0.5% | -5.9% | +5.4% | -0.8% |
| 30D | -8.1% | -0.9% | -7.2% | -8.2% |
| 3M | -9.7% | +12.7% | -22.4% | -9.5% |
| 6M | +10.0% | -19.3% | +29.3% | +9.2% |
| YTD | +43.0% | -22.2% | +65.2% | +41.9% |
| 1Y | +32.7% | -23.3% | +56.0% | +30.2% |
| All | +32.7% | -23.4% | +56.1% | +30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling