+31.8%
MCK vs IR
-1.2%
+33.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.5% |
| 7D | +1.7% | -2.8% | +4.6% | +1.9% |
| 30D | +3.6% | -15.1% | +18.8% | +4.5% |
| 3M | +20.1% | +6.1% | +14.0% | +19.7% |
| 6M | -7.0% | -16.8% | +9.8% | -5.5% |
| YTD | +11.0% | -3.5% | +14.6% | +10.0% |
| 1Y | +31.8% | -3.5% | +35.3% | +30.0% |
| All | +31.8% | -1.2% | +33.1% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling