+7,134.6%
MCK vs IP
+215.2%
+6,919.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.6% | -1.9% |
| 7D | +1.7% | -5.3% | +7.0% | +2.8% |
| 30D | +3.6% | -10.9% | +14.5% | +6.0% |
| 3M | +20.1% | +11.2% | +8.9% | +16.7% |
| 6M | -7.0% | -10.2% | +3.2% | -6.1% |
| YTD | +11.0% | -2.0% | +13.0% | +9.6% |
| 1Y | +31.8% | -19.1% | +50.9% | +34.8% |
| 3Y | +123.1% | +20.9% | +102.3% | +102.1% |
| 5Y | +351.7% | -17.8% | +369.5% | +340.7% |
| 10Y | +435.4% | +23.5% | +411.9% | +362.5% |
| All | +7,134.6% | +215.2% | +6,919.4% | +4,541.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling