-24.7%
MKC vs IRE
-98.1%
+73.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -15.8% | +13.4% | -3.0% |
| 7D | -2.4% | -41.9% | +39.5% | -3.6% |
| 30D | +5.4% | -75.1% | +80.4% | +2.1% |
| 3M | -11.1% | -82.4% | +71.3% | -14.2% |
| 6M | -1.4% | -95.5% | +94.1% | -6.3% |
| YTD | -29.4% | -93.1% | +63.6% | -29.9% |
| 1Y | -24.7% | -97.8% | +73.1% | -27.6% |
| All | -24.7% | -98.1% | +73.4% | -27.6% |
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