+1,311.2%
FERG vs MCK
+1,481.5%
-170.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.6% | -2.9% | +0.3% | -2.3% |
| 30D | -8.9% | +0.4% | -9.3% | -9.0% |
| 3M | -2.0% | +12.1% | -14.1% | -3.1% |
| 6M | -3.2% | -5.4% | +2.2% | -2.9% |
| YTD | +1.5% | +7.8% | -6.3% | +0.5% |
| 1Y | +0.5% | +22.9% | -22.5% | -1.7% |
| 3Y | +50.4% | +110.7% | -60.3% | +39.4% |
| 5Y | +68.7% | +346.2% | -277.5% | +46.2% |
| 10Y | +351.3% | +440.1% | -88.8% | +280.0% |
| All | +1,311.2% | +1,481.5% | -170.3% | +1,162.2% |
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 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