+114.1%
MCK vs IP
+24.1%
+90.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -2.1% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | +2.4% | -11.2% | +13.6% | +2.5% |
| 3M | +16.1% | +12.3% | +3.8% | +16.3% |
| 6M | -3.1% | -5.2% | +2.2% | -2.9% |
| YTD | +8.7% | -4.0% | +12.7% | +9.0% |
| 1Y | +28.1% | -19.2% | +47.3% | +28.1% |
| 3Y | +114.1% | +20.3% | +93.8% | +123.5% |
| All | +114.1% | +24.1% | +90.1% | +123.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling