+12,769.2%
FIX vs MCK
+2,812.8%
+9,956.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.4% | +2.9% |
| 7D | +6.1% | -1.9% | +8.0% | +6.6% |
| 30D | -2.7% | +2.4% | -5.0% | -3.5% |
| 3M | -10.9% | +16.1% | -27.0% | -15.5% |
| 6M | +29.0% | -3.1% | +32.1% | +28.3% |
| YTD | +76.9% | +8.7% | +68.2% | +70.1% |
| 1Y | +130.7% | +28.1% | +102.7% | +111.5% |
| 3Y | +790.7% | +114.1% | +676.5% | +590.2% |
| 5Y | +2,185.6% | +342.5% | +1,843.0% | +1,325.4% |
| 10Y | +5,993.3% | +424.1% | +5,569.2% | +3,389.5% |
| All | +12,769.2% | +2,812.8% | +9,956.4% | +4,508.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling