+86.4%
F vs MCK
+442.8%
-356.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -4.4% | -2.9% | -1.5% | -3.7% |
| 30D | +1.0% | +0.4% | +0.6% | +0.8% |
| 3M | -4.0% | +12.1% | -16.1% | -7.2% |
| 6M | +18.1% | -5.4% | +23.5% | +19.3% |
| YTD | +10.2% | +7.8% | +2.4% | +6.6% |
| 1Y | +24.3% | +22.9% | +1.4% | +15.3% |
| 3Y | +38.1% | +110.7% | -72.7% | +4.3% |
| 5Y | +50.2% | +346.2% | -295.9% | -15.3% |
| All | +86.4% | +442.8% | -356.4% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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