+440.9%
FLEX vs MCK
+112.2%
+328.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -4.4% |
| 7D | +0.1% | -4.4% | +4.5% | -0.9% |
| 30D | -11.8% | -2.2% | -9.5% | -12.2% |
| 3M | -22.6% | +11.6% | -34.1% | -20.2% |
| 6M | +77.3% | -4.9% | +82.3% | +85.7% |
| YTD | +78.8% | +7.7% | +71.1% | +86.5% |
| 1Y | +86.1% | +25.2% | +60.8% | +95.0% |
| All | +440.9% | +112.2% | +328.7% | +512.1% |
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