+10,042.6%
IRM vs MKC
+1,642.3%
+8,400.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | -0.5% | -5.9% | +5.4% | +1.4% |
| 30D | -8.1% | -0.9% | -7.2% | -8.0% |
| 3M | -9.7% | +12.7% | -22.4% | -13.6% |
| 6M | +10.0% | -19.3% | +29.3% | +16.5% |
| YTD | +43.0% | -22.2% | +65.2% | +52.5% |
| 1Y | +32.7% | -23.3% | +56.0% | +41.6% |
| 3Y | +102.7% | -30.0% | +132.7% | +120.3% |
| 5Y | +187.6% | -33.8% | +221.3% | +215.3% |
| 10Y | +420.1% | +24.4% | +395.7% | +361.4% |
| All | +10,042.6% | +1,642.3% | +8,400.3% | +5,198.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling