+339.0%
MCK vs FANG
+232.6%
+106.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -2.9% | +2.9% | -5.8% | -3.1% |
| 30D | +0.4% | +2.6% | -2.2% | +0.3% |
| 3M | +12.1% | +7.6% | +4.5% | +11.5% |
| 6M | -5.4% | +17.3% | -22.8% | -6.6% |
| YTD | +7.8% | +38.7% | -30.9% | +5.2% |
| 1Y | +22.9% | +51.6% | -28.7% | +19.0% |
| 3Y | +110.7% | +50.0% | +60.8% | +99.8% |
| All | +339.0% | +232.6% | +106.4% | +247.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling