+8,686.9%
MCK vs IP
+191.4%
+8,495.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +0.9% | +2.1% |
| 7D | +4.0% | -0.3% | +4.2% | +4.0% |
| 30D | +12.9% | +7.9% | +5.0% | +11.1% |
| 3M | +28.9% | -15.3% | +44.2% | +33.0% |
| 6M | +49.9% | +10.5% | +39.4% | +45.4% |
| YTD | +34.8% | -9.4% | +44.2% | +35.0% |
| 1Y | +30.8% | -4.6% | +35.5% | +29.4% |
| 3Y | +137.4% | +21.2% | +116.2% | +114.3% |
| 5Y | +403.3% | -13.3% | +416.6% | +383.3% |
| 10Y | +731.9% | +21.6% | +710.3% | +619.8% |
| All | +8,686.9% | +191.4% | +8,495.4% | +5,616.9% |
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