+562.9%
MCK vs IR
+274.4%
+288.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +0.7% |
| 7D | -3.6% | -1.9% | -1.7% | -3.2% |
| 30D | +1.4% | -15.0% | +16.5% | +4.6% |
| 3M | +13.8% | -0.4% | +14.2% | +13.5% |
| 6M | -5.2% | -15.0% | +9.9% | -2.7% |
| YTD | +9.0% | -7.1% | +16.1% | +9.4% |
| 1Y | +26.9% | -7.5% | +34.4% | +27.3% |
| 3Y | +114.7% | +6.3% | +108.4% | +102.3% |
| 5Y | +347.1% | +37.3% | +309.8% | +286.6% |
| All | +562.9% | +274.4% | +288.5% | +366.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling