+6,590.9%
MCK vs IJH
+1,054.0%
+5,536.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.4% |
| 7D | -2.9% | -1.9% | -1.1% | -1.8% |
| 30D | +0.4% | -4.6% | +5.1% | +3.2% |
| 3M | +12.1% | -1.2% | +13.3% | +12.5% |
| 6M | -5.4% | +9.4% | -14.8% | -11.1% |
| YTD | +7.8% | +13.3% | -5.5% | -0.9% |
| 1Y | +22.9% | +13.4% | +9.6% | +12.8% |
| 3Y | +110.7% | +50.4% | +60.3% | +56.7% |
| 5Y | +346.2% | +49.0% | +297.2% | +223.9% |
| 10Y | +440.1% | +182.6% | +257.5% | +151.8% |
| All | +6,590.9% | +1,054.0% | +5,536.9% | +1,112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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