+6,590.9%
MCK vs IJR
+1,125.8%
+5,465.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.2% |
| 7D | -2.9% | -2.2% | -0.7% | -1.8% |
| 30D | +0.4% | -4.6% | +5.0% | +2.8% |
| 3M | +12.1% | +0.2% | +11.9% | +11.7% |
| 6M | -5.4% | +14.7% | -20.2% | -12.4% |
| YTD | +7.8% | +18.9% | -11.1% | -2.1% |
| 1Y | +22.9% | +19.9% | +3.0% | +10.9% |
| 3Y | +110.7% | +53.0% | +57.7% | +60.2% |
| 5Y | +346.2% | +40.9% | +305.3% | +245.6% |
| 10Y | +440.1% | +171.1% | +269.1% | +177.9% |
| All | +6,590.9% | +1,125.8% | +5,465.1% | +1,328.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling