+370.5%
MCK vs FCUV
-95.7%
+466.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | +0.1% |
| 7D | -2.9% | -66.5% | +63.6% | -3.0% |
| 30D | +0.4% | +5.0% | -4.5% | +0.5% |
| 3M | +12.1% | +63.8% | -51.7% | +12.7% |
| 6M | -5.4% | -67.8% | +62.4% | -5.0% |
| YTD | +7.8% | -82.4% | +90.2% | +8.2% |
| 1Y | +22.9% | -94.7% | +117.7% | +23.4% |
| 3Y | +110.7% | -99.3% | +210.0% | +111.4% |
| 5Y | +346.2% | -99.9% | +446.0% | +347.2% |
| 10Y | +440.1% | -98.6% | +538.7% | +453.0% |
| All | +370.5% | -95.7% | +466.2% | +389.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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