+27.5%
MCK vs FANG
+32.1%
-4.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.1% |
| 7D | +9.3% | -13.0% | +22.3% | +8.3% |
| 30D | +16.3% | -2.9% | +19.2% | +16.0% |
| 3M | +22.3% | -3.0% | +25.3% | +22.3% |
| 6M | +34.1% | -11.9% | +46.1% | +32.5% |
| YTD | +31.1% | +21.5% | +9.6% | +35.9% |
| 1Y | +27.5% | +34.0% | -6.5% | +34.6% |
| All | +27.5% | +32.1% | -4.6% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling