-25.1%
MKC vs IRE
-97.2%
+72.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +39.6% | -42.9% | -1.9% |
| 7D | +2.3% | -27.2% | +29.5% | +2.1% |
| 30D | +8.1% | -75.1% | +83.2% | +5.1% |
| 3M | -6.4% | -77.9% | +71.4% | -8.8% |
| 6M | +1.8% | -94.6% | +96.4% | -2.3% |
| YTD | -26.9% | -91.5% | +64.7% | -27.2% |
| 1Y | -21.7% | -97.8% | +76.1% | -23.2% |
| All | -25.1% | -97.2% | +72.2% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling