+4,361.2%
MCK vs IRM
+9,623.5%
-5,262.4%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.8% |
| 7D | -4.4% | -1.8% | -2.6% | -4.0% |
| 30D | -2.2% | -7.8% | +5.5% | -0.7% |
| 3M | +11.6% | -7.9% | +19.4% | +13.0% |
| 6M | -4.9% | +6.3% | -11.3% | -7.0% |
| YTD | +7.7% | +38.2% | -30.4% | -0.9% |
| 1Y | +25.2% | +19.8% | +5.4% | +18.4% |
| 3Y | +112.1% | +98.8% | +13.4% | +74.9% |
| 5Y | +345.8% | +191.8% | +154.1% | +229.7% |
| 10Y | +439.7% | +428.8% | +11.0% | +235.8% |
| All | +4,361.2% | +9,623.5% | -5,262.4% | +1,682.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling