+427.0%
MCK vs IFF
-20.3%
+447.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -2.9% | -3.2% | +0.3% | -2.3% |
| 30D | +0.4% | -0.3% | +0.7% | +0.5% |
| 3M | +12.1% | +8.4% | +3.7% | +10.2% |
| 6M | -5.4% | +23.0% | -28.5% | -10.3% |
| YTD | +7.8% | +25.5% | -17.7% | +1.3% |
| 1Y | +22.9% | +29.1% | -6.1% | +14.6% |
| 3Y | +110.7% | +31.7% | +79.1% | +90.1% |
| 5Y | +346.2% | -35.2% | +381.4% | +381.5% |
| All | +427.0% | -20.3% | +447.3% | +405.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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