+31.8%
MCK vs IP
-18.9%
+50.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.6% | -1.5% |
| 7D | +1.7% | -5.3% | +7.0% | +1.9% |
| 30D | +3.6% | -10.9% | +14.5% | +3.9% |
| 3M | +20.1% | +11.2% | +8.9% | +20.3% |
| 6M | -7.0% | -10.2% | +3.2% | -6.5% |
| YTD | +11.0% | -2.0% | +13.0% | +11.8% |
| 1Y | +31.8% | -19.1% | +50.9% | +32.2% |
| All | +31.8% | -18.9% | +50.7% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling