+110.7%
MCK vs IRM
+102.2%
+8.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | +0.1% |
| 7D | -2.9% | -1.4% | -1.5% | -2.9% |
| 30D | +0.4% | -7.4% | +7.8% | +0.4% |
| 3M | +12.1% | -7.4% | +19.5% | +12.1% |
| 6M | -5.4% | +8.7% | -14.1% | -5.8% |
| YTD | +7.8% | +40.9% | -33.2% | +6.6% |
| 1Y | +22.9% | +20.5% | +2.4% | +22.2% |
| 3Y | +110.7% | +101.7% | +9.0% | +118.2% |
| All | +110.7% | +102.2% | +8.6% | +118.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling