+494.2%
FIX vs MCK
+138.1%
+356.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.1% |
| 7D | +9.4% | +4.0% | +5.5% | +10.0% |
| 30D | -27.8% | +12.9% | -40.7% | -26.5% |
| 3M | -35.6% | +28.9% | -64.4% | -33.9% |
| 6M | -45.2% | +49.9% | -95.1% | -44.3% |
| YTD | +19.5% | +34.8% | -15.4% | +23.8% |
| 1Y | +24.2% | +30.8% | -6.6% | +28.8% |
| 3Y | +494.2% | +137.4% | +356.7% | +540.2% |
| All | +494.2% | +138.1% | +356.0% | +540.2% |
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