+196.5%
IRM vs MKC
-33.0%
+229.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +1.9% |
| 7D | -1.4% | -1.5% | 0.0% | -1.1% |
| 30D | -7.4% | -3.1% | -4.3% | -6.8% |
| 3M | -7.4% | +5.2% | -12.5% | -9.1% |
| 6M | +8.7% | -12.8% | +21.5% | +12.1% |
| YTD | +40.9% | -23.3% | +64.2% | +50.6% |
| 1Y | +20.5% | -24.1% | +44.6% | +28.9% |
| 3Y | +101.7% | -32.1% | +133.8% | +123.4% |
| All | +196.5% | -33.0% | +229.5% | +209.4% |
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