+528.7%
FAST vs MCK
+442.8%
+85.9%
-30.7%
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 | -0.6% | -2.9% | +2.4% | +0.2% |
| 30D | -5.6% | +0.4% | -6.0% | -5.8% |
| 3M | +6.9% | +12.1% | -5.2% | +3.2% |
| 6M | +7.0% | -5.4% | +12.5% | +8.2% |
| YTD | +24.9% | +7.8% | +17.1% | +20.7% |
| 1Y | +6.5% | +22.9% | -16.5% | -1.4% |
| 3Y | +94.1% | +110.7% | -16.6% | +48.4% |
| 5Y | +107.7% | +346.2% | -238.5% | +20.8% |
| All | +528.7% | +442.8% | +85.9% | +216.8% |
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