+2,808.0%
MCK vs IAG
+372.4%
+2,435.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | +0.1% |
| 7D | -2.9% | -1.1% | -1.8% | -2.9% |
| 30D | +0.4% | +12.1% | -11.7% | +0.1% |
| 3M | +12.1% | +25.5% | -13.4% | +11.3% |
| 6M | -5.4% | -7.1% | +1.7% | -5.5% |
| YTD | +7.8% | +22.9% | -15.1% | +6.6% |
| 1Y | +22.9% | +83.3% | -60.4% | +20.0% |
| 3Y | +110.7% | +808.5% | -697.8% | +93.6% |
| 5Y | +346.2% | +838.0% | -491.8% | +303.4% |
| 10Y | +440.1% | +418.2% | +22.0% | +385.2% |
| All | +2,808.0% | +372.4% | +2,435.6% | +2,486.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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