-2.3%
FERG vs MCK
+32.0%
-34.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.2% |
| 7D | 0.0% | +1.7% | -1.8% | +0.1% |
| 30D | -10.2% | +3.6% | -13.8% | -9.9% |
| 3M | -0.6% | +20.1% | -20.7% | +0.3% |
| 6M | -6.5% | -7.0% | +0.5% | -6.0% |
| YTD | +4.2% | +11.0% | -6.8% | +6.3% |
| 1Y | -2.3% | +31.8% | -34.1% | +2.7% |
| All | -2.3% | +32.0% | -34.3% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling