+427.0%
MCK vs FDS
+64.8%
+362.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -2.9% | -14.0% | +11.1% | +0.9% |
| 30D | +0.4% | -6.2% | +6.6% | +1.8% |
| 3M | +12.1% | +10.2% | +1.9% | +8.4% |
| 6M | -5.4% | +27.4% | -32.9% | -13.2% |
| YTD | +7.8% | -9.3% | +17.0% | +8.8% |
| 1Y | +22.9% | -28.6% | +51.6% | +33.9% |
| 3Y | +110.7% | -36.8% | +147.5% | +135.0% |
| 5Y | +346.2% | -28.6% | +374.8% | +359.4% |
| All | +427.0% | +64.8% | +362.2% | +288.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling