+427.0%
MCK vs IBN
+324.2%
+102.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | -2.9% | -3.0% | +0.1% | -2.3% |
| 30D | +0.4% | -1.5% | +1.9% | +0.7% |
| 3M | +12.1% | +7.9% | +4.2% | +10.3% |
| 6M | -5.4% | +8.6% | -14.1% | -7.2% |
| YTD | +7.8% | -0.6% | +8.3% | +7.5% |
| 1Y | +22.9% | -7.3% | +30.3% | +24.3% |
| 3Y | +110.7% | +26.2% | +84.5% | +97.9% |
| 5Y | +346.2% | +57.8% | +288.3% | +293.3% |
| All | +427.0% | +324.2% | +102.8% | +263.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling