+110.7%
MCK vs IR
+4.8%
+106.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.9% | -4.5% | +1.6% | -2.8% |
| 30D | +0.4% | -13.9% | +14.4% | +0.7% |
| 3M | +12.1% | -0.3% | +12.4% | +12.1% |
| 6M | -5.4% | -14.3% | +8.9% | -5.1% |
| YTD | +7.8% | -7.9% | +15.7% | +7.9% |
| 1Y | +22.9% | -9.9% | +32.8% | +23.1% |
| 3Y | +110.7% | +6.5% | +104.2% | +115.6% |
| All | +110.7% | +4.8% | +106.0% | +115.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling