+5,151.3%
MCK vs IVZ
+1,088.7%
+4,062.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -2.9% | -2.4% | -0.5% | -2.5% |
| 30D | +0.4% | +3.0% | -2.6% | -0.2% |
| 3M | +12.1% | +14.9% | -2.8% | +8.5% |
| 6M | -5.4% | +36.7% | -42.2% | -12.0% |
| YTD | +7.8% | +25.7% | -17.9% | +1.6% |
| 1Y | +22.9% | +47.7% | -24.7% | +11.8% |
| 3Y | +110.7% | +138.8% | -28.1% | +67.5% |
| 5Y | +346.2% | +62.1% | +284.1% | +274.1% |
| 10Y | +440.1% | +64.3% | +375.8% | +322.3% |
| All | +5,151.3% | +1,088.7% | +4,062.6% | +2,589.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling