-18.3%
MKC vs IRE
-97.6%
+79.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -23.2% | +28.7% | +4.6% |
| 7D | +9.6% | -46.8% | +56.4% | +7.8% |
| 30D | +12.0% | -75.5% | +87.5% | +8.4% |
| 3M | -2.0% | -79.4% | +77.4% | -5.1% |
| 6M | +7.2% | -91.3% | +98.5% | +3.8% |
| YTD | -23.7% | -90.8% | +67.1% | -24.3% |
| 1Y | -18.3% | -97.7% | +79.4% | -20.4% |
| All | -18.3% | -97.6% | +79.3% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling