+14.4%
FIX vs MCK
+31.3%
-16.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +7.0% | -22.1% | -13.2% |
| 7D | -18.9% | +11.3% | -30.2% | -16.5% |
| 30D | -36.3% | +16.8% | -53.1% | -34.0% |
| 3M | -38.5% | +28.9% | -67.4% | -35.6% |
| 6M | -42.3% | +32.7% | -74.9% | -39.3% |
| YTD | +17.1% | +30.8% | -13.7% | +26.4% |
| 1Y | +14.4% | +27.6% | -13.2% | +23.1% |
| All | +14.4% | +31.3% | -16.9% | +23.1% |
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 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