-79.9%
FIG vs MCK
+24.6%
-104.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.1% | +4.7% | +4.8% |
| 7D | -3.8% | -2.9% | -0.9% | -3.6% |
| 30D | -2.3% | +0.4% | -2.7% | -2.3% |
| 3M | +20.0% | +12.1% | +7.9% | +19.4% |
| 6M | -16.7% | -5.4% | -11.2% | -17.5% |
| YTD | -37.9% | +7.8% | -45.7% | -38.4% |
| 1Y | -58.5% | +22.9% | -81.5% | -59.5% |
| All | -79.9% | +24.6% | -104.5% | -80.5% |
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 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