+110.7%
MCK vs IJR
+52.1%
+58.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | +0.1% |
| 7D | -2.9% | -2.2% | -0.7% | -3.0% |
| 30D | +0.4% | -4.6% | +5.0% | +0.2% |
| 3M | +12.1% | +0.2% | +11.9% | +12.1% |
| 6M | -5.4% | +14.7% | -20.2% | -5.3% |
| YTD | +7.8% | +18.9% | -11.1% | +8.2% |
| 1Y | +22.9% | +19.9% | +3.0% | +23.4% |
| 3Y | +110.7% | +53.0% | +57.7% | +126.5% |
| All | +110.7% | +52.1% | +58.7% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 3y: compounded portfolio wealth divided by compounded IJR 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…
3y analysis · Full analysis span regression · 6 months rolling