+12,299.7%
FAST vs MCK
+7,026.6%
+5,273.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.2% | +1.1% |
| 7D | -0.4% | +1.7% | -2.1% | -0.9% |
| 30D | -0.8% | +3.6% | -4.4% | -1.8% |
| 3M | +5.8% | +20.1% | -14.3% | +0.4% |
| 6M | +8.0% | -7.0% | +15.0% | +9.5% |
| YTD | +25.6% | +11.0% | +14.6% | +20.7% |
| 1Y | +0.8% | +31.8% | -31.0% | -7.8% |
| 3Y | +86.1% | +123.1% | -37.0% | +45.1% |
| 5Y | +100.2% | +351.7% | -251.5% | +27.2% |
| 10Y | +494.2% | +435.4% | +58.8% | +243.7% |
| All | +12,299.7% | +7,026.6% | +5,273.0% | +3,341.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling