+110.7%
MCK vs IVZ
+134.7%
-24.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.2% |
| 7D | -2.9% | -2.4% | -0.5% | -3.1% |
| 30D | +0.4% | +3.0% | -2.6% | +0.7% |
| 3M | +12.1% | +14.9% | -2.8% | +13.6% |
| 6M | -5.4% | +36.7% | -42.2% | -3.0% |
| YTD | +7.8% | +25.7% | -17.9% | +10.0% |
| 1Y | +22.9% | +47.7% | -24.7% | +26.9% |
| 3Y | +110.7% | +138.8% | -28.1% | +132.7% |
| All | +110.7% | +134.7% | -24.0% | +132.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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