+110.7%
MCK vs IYR
+29.0%
+81.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -2.9% | -1.4% | -1.6% | -2.7% |
| 30D | +0.4% | -2.7% | +3.1% | +0.8% |
| 3M | +12.1% | -2.1% | +14.2% | +12.5% |
| 6M | -5.4% | +3.6% | -9.0% | -5.8% |
| YTD | +7.8% | +8.1% | -0.4% | +7.0% |
| 1Y | +22.9% | +4.7% | +18.2% | +22.4% |
| 3Y | +110.7% | +29.1% | +81.6% | +118.3% |
| All | +110.7% | +29.0% | +81.8% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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