+31.8%
MCK vs IRM
+34.4%
-2.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.3% |
| 7D | +1.7% | -0.5% | +2.2% | +1.7% |
| 30D | +3.6% | -8.1% | +11.7% | +2.9% |
| 3M | +20.1% | -9.7% | +29.7% | +19.5% |
| 6M | -7.0% | +10.0% | -17.0% | -6.8% |
| YTD | +11.0% | +43.0% | -32.0% | +12.5% |
| 1Y | +31.8% | +32.7% | -0.8% | +35.1% |
| All | +31.8% | +34.4% | -2.6% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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