+426.6%
MCK vs IP
+18.1%
+408.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -4.4% | -5.9% | +1.5% | -3.1% |
| 30D | -2.2% | -17.0% | +14.8% | +1.9% |
| 3M | +11.6% | +8.9% | +2.7% | +8.6% |
| 6M | -4.9% | -10.0% | +5.0% | -3.9% |
| YTD | +7.7% | -9.8% | +17.5% | +8.2% |
| 1Y | +25.2% | -22.6% | +47.8% | +30.0% |
| 3Y | +112.1% | +13.1% | +99.1% | +85.1% |
| 5Y | +345.8% | -22.3% | +368.1% | +341.3% |
| All | +426.6% | +18.1% | +408.5% | +287.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling