+4,898.7%
MCK vs IBN
+1,483.9%
+3,414.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | -2.9% | -3.0% | +0.1% | -2.5% |
| 30D | +0.4% | -1.5% | +1.9% | +0.6% |
| 3M | +12.1% | +7.9% | +4.2% | +10.8% |
| 6M | -5.4% | +8.6% | -14.1% | -6.7% |
| YTD | +7.8% | -0.6% | +8.3% | +7.6% |
| 1Y | +22.9% | -7.3% | +30.3% | +23.9% |
| 3Y | +110.7% | +26.2% | +84.5% | +102.0% |
| 5Y | +346.2% | +57.8% | +288.3% | +310.9% |
| 10Y | +440.1% | +319.5% | +120.6% | +321.0% |
| All | +4,898.7% | +1,483.9% | +3,414.9% | +2,913.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling