-57.6%
FISV vs MCK
+112.3%
-169.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.3% | +5.4% |
| 7D | -2.7% | -2.9% | +0.2% | -2.5% |
| 30D | 0.0% | +0.4% | -0.4% | 0.0% |
| 3M | -2.8% | +12.1% | -14.9% | -3.7% |
| 6M | -11.8% | -5.4% | -6.4% | -12.3% |
| YTD | -23.2% | +7.8% | -31.0% | -23.9% |
| 1Y | -62.0% | +22.9% | -84.9% | -63.0% |
| 3Y | -57.6% | +110.7% | -168.3% | -61.1% |
| All | -57.6% | +112.3% | -169.9% | -61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling