+18.7%
IRM vs MKC
-18.2%
+36.9%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.4% | -3.7% | +2.0% |
| 7D | +2.6% | +9.6% | -7.0% | +3.1% |
| 30D | +5.6% | +12.0% | -6.4% | +6.3% |
| 3M | -4.7% | -2.0% | -2.7% | -4.8% |
| 6M | -6.1% | +7.2% | -13.3% | -6.1% |
| YTD | +46.3% | -23.7% | +70.1% | +46.0% |
| 1Y | +18.7% | -18.3% | +37.0% | +17.8% |
| All | +18.7% | -18.2% | +36.9% | +17.8% |
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