+2,164.4%
FIX vs MCK
+342.6%
+1,821.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | +0.7% | -4.4% | +5.1% | +1.1% |
| 30D | -5.7% | -2.2% | -3.5% | -5.6% |
| 3M | -7.4% | +11.6% | -19.0% | -9.1% |
| 6M | +15.1% | -4.9% | +20.0% | +16.7% |
| YTD | +70.7% | +7.7% | +63.0% | +69.0% |
| 1Y | +111.9% | +25.2% | +86.7% | +104.4% |
| 3Y | +759.5% | +112.1% | +647.4% | +602.7% |
| 5Y | +2,164.4% | +345.8% | +1,818.5% | +1,115.6% |
| All | +2,164.4% | +342.6% | +1,821.8% | +1,115.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling