-21.1%
MKC vs IRE
-84.0%
+62.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.8% | +6.0% | -1.0% |
| 7D | -4.3% | +29.0% | -33.4% | -3.6% |
| 30D | -3.1% | +24.2% | -27.3% | -2.2% |
| 3M | +6.8% | -53.2% | +60.0% | +6.7% |
| 6M | -18.3% | -36.0% | +17.7% | -16.3% |
| YTD | -23.1% | -51.0% | +28.0% | -20.6% |
| All | -21.1% | -84.0% | +62.9% | -19.3% |
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