+13.7%
MCK vs IRE
-84.0%
+97.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.8% | +7.1% | +0.1% |
| 7D | -3.6% | +29.0% | -32.6% | -2.9% |
| 30D | +1.4% | +24.2% | -22.8% | +2.3% |
| 3M | +13.8% | -53.2% | +67.0% | +14.4% |
| 6M | -5.2% | -36.0% | +30.9% | -4.8% |
| YTD | +9.0% | -51.0% | +60.0% | +9.5% |
| All | +13.7% | -84.0% | +97.7% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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