-80.8%
FIG vs MCK
+24.5%
-105.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | -12.2% | -4.4% | -7.8% | -12.0% |
| 30D | -11.0% | -2.2% | -8.8% | -10.7% |
| 3M | +11.9% | +11.6% | +0.3% | +11.4% |
| 6M | -21.9% | -4.9% | -17.0% | -22.7% |
| YTD | -40.8% | +7.7% | -48.5% | -41.2% |
| 1Y | -56.6% | +25.2% | -81.9% | -57.9% |
| All | -80.8% | +24.5% | -105.3% | -81.4% |
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