+427.0%
MCK vs IRM
+440.8%
-13.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | -2.9% | -1.4% | -1.5% | -2.7% |
| 30D | +0.4% | -7.4% | +7.8% | +1.8% |
| 3M | +12.1% | -7.4% | +19.5% | +13.3% |
| 6M | -5.4% | +8.7% | -14.1% | -7.9% |
| YTD | +7.8% | +40.9% | -33.2% | -0.9% |
| 1Y | +22.9% | +20.5% | +2.4% | +16.4% |
| 3Y | +110.7% | +101.7% | +9.0% | +70.6% |
| 5Y | +346.2% | +197.7% | +148.5% | +214.3% |
| All | +427.0% | +440.8% | -13.8% | +205.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling