+92.9%
FAST vs MCK
+112.2%
-19.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -0.4% | -4.4% | +4.0% | 0.0% |
| 30D | -6.4% | -2.2% | -4.2% | -6.3% |
| 3M | +7.1% | +11.6% | -4.5% | +5.9% |
| 6M | +7.0% | -4.9% | +11.9% | +7.2% |
| YTD | +24.1% | +7.7% | +16.4% | +23.0% |
| 1Y | +4.4% | +25.2% | -20.8% | +1.5% |
| All | +92.9% | +112.2% | -19.2% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling