+339.0%
MCK vs IFF
-35.8%
+374.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -2.9% | -3.2% | +0.3% | -2.7% |
| 30D | +0.4% | -0.3% | +0.7% | +0.4% |
| 3M | +12.1% | +8.4% | +3.7% | +11.6% |
| 6M | -5.4% | +23.0% | -28.5% | -6.6% |
| YTD | +7.8% | +25.5% | -17.7% | +6.1% |
| 1Y | +22.9% | +29.1% | -6.1% | +20.7% |
| 3Y | +110.7% | +31.7% | +79.1% | +104.8% |
| All | +339.0% | -35.8% | +374.8% | +363.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling