+110.7%
MCK vs FDS
-37.4%
+148.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.1% |
| 7D | -2.9% | -14.0% | +11.1% | -2.1% |
| 30D | +0.4% | -6.2% | +6.6% | +0.7% |
| 3M | +12.1% | +10.2% | +1.9% | +11.6% |
| 6M | -5.4% | +27.4% | -32.9% | -6.3% |
| YTD | +7.8% | -9.3% | +17.0% | +10.1% |
| 1Y | +22.9% | -28.6% | +51.6% | +30.3% |
| 3Y | +110.7% | -36.8% | +147.5% | +127.0% |
| All | +110.7% | -37.4% | +148.1% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling