+180.8%
IRM vs MKC
-35.5%
+216.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +6.8% | -3.0% | +9.8% | +7.5% |
| 30D | +2.6% | +4.8% | -2.2% | +1.3% |
| 3M | -9.5% | -12.8% | +3.4% | -6.9% |
| 6M | -8.5% | +5.0% | -13.5% | -10.7% |
| YTD | +40.3% | -29.1% | +69.3% | +51.9% |
| 1Y | +28.7% | -26.4% | +55.1% | +37.6% |
| 3Y | +111.8% | -21.6% | +133.4% | +118.0% |
| All | +180.8% | -35.5% | +216.3% | +213.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling