+105.3%
FAST vs MCK
+403.3%
-298.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -1.0% |
| 7D | +4.2% | +4.0% | +0.2% | +3.5% |
| 30D | +6.7% | +12.9% | -6.3% | +4.7% |
| 3M | +8.0% | +28.9% | -20.8% | +3.8% |
| 6M | +27.4% | +49.9% | -22.5% | +19.5% |
| YTD | +40.5% | +34.8% | +5.7% | +33.3% |
| 1Y | +38.4% | +30.8% | +7.5% | +32.0% |
| 3Y | +98.7% | +137.4% | -38.8% | +65.1% |
| All | +105.3% | +403.3% | -298.0% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling