+131.9%
MCK vs IP
+17.1%
+114.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | +0.5% | -0.9% | +1.3% | +0.5% |
| 30D | +12.0% | +6.7% | +5.3% | +11.9% |
| 3M | +22.7% | -16.6% | +39.3% | +22.8% |
| 6M | +46.9% | +6.0% | +40.9% | +47.3% |
| YTD | +31.7% | -10.7% | +42.4% | +32.1% |
| 1Y | +28.6% | -6.7% | +35.3% | +29.0% |
| All | +131.9% | +17.1% | +114.8% | +144.2% |
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 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