+22.9%
MCK vs IRM
+22.0%
+0.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | +0.3% |
| 7D | -2.9% | -1.4% | -1.5% | -3.1% |
| 30D | +0.4% | -7.4% | +7.8% | -0.3% |
| 3M | +12.1% | -7.4% | +19.5% | +11.6% |
| 6M | -5.4% | +8.7% | -14.1% | -5.2% |
| YTD | +7.8% | +40.9% | -33.2% | +9.7% |
| 1Y | +22.9% | +20.5% | +2.4% | +25.8% |
| All | +22.9% | +22.0% | +0.9% | +25.8% |
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