-20.5%
MKC vs IRE
-82.8%
+62.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.2% | -10.6% | -0.1% |
| 7D | -4.3% | +58.9% | -63.3% | -3.0% |
| 30D | -2.0% | +17.2% | -19.2% | -1.2% |
| 3M | +10.0% | -58.6% | +68.6% | +9.7% |
| 6M | -18.5% | -23.5% | +4.9% | -16.0% |
| YTD | -22.4% | -47.4% | +25.0% | -19.8% |
| All | -20.5% | -82.8% | +62.4% | -18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling