+8,592.5%
FIX vs MCK
+3,512.8%
+5,079.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.0% |
| 7D | +9.4% | +4.0% | +5.5% | +8.3% |
| 30D | -27.8% | +12.9% | -40.7% | -30.5% |
| 3M | -35.6% | +28.9% | -64.4% | -40.3% |
| 6M | -45.2% | +49.9% | -95.1% | -51.9% |
| YTD | +19.5% | +34.8% | -15.4% | +7.7% |
| 1Y | +24.2% | +30.8% | -6.6% | +13.0% |
| 3Y | +494.2% | +137.4% | +356.7% | +346.4% |
| 5Y | +1,036.1% | +403.3% | +632.8% | +581.0% |
| 10Y | +3,599.0% | +731.9% | +2,867.1% | +1,794.3% |
| All | +8,592.5% | +3,512.8% | +5,079.6% | +2,818.4% |
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