+6,577.3%
FIX vs MCK
+442.8%
+6,134.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.2% | +6.3% |
| 7D | +5.0% | -2.9% | +7.9% | +5.9% |
| 30D | -2.7% | +0.4% | -3.1% | -3.0% |
| 3M | -8.2% | +12.1% | -20.3% | -12.7% |
| 6M | +20.3% | -5.4% | +25.7% | +20.9% |
| YTD | +81.4% | +7.8% | +73.6% | +73.9% |
| 1Y | +121.5% | +22.9% | +98.6% | +102.2% |
| 3Y | +807.4% | +110.7% | +696.7% | +553.3% |
| 5Y | +2,306.7% | +346.2% | +1,960.6% | +1,144.3% |
| All | +6,577.3% | +442.8% | +6,134.5% | +2,636.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling