+427.0%
MCK vs FDX
+182.5%
+244.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.9% | -3.3% | +0.3% | -2.3% |
| 30D | +0.4% | -4.5% | +4.9% | +1.2% |
| 3M | +12.1% | -7.3% | +19.4% | +13.5% |
| 6M | -5.4% | +7.5% | -13.0% | -7.5% |
| YTD | +7.8% | +35.1% | -27.3% | +0.7% |
| 1Y | +22.9% | +71.4% | -48.5% | +9.3% |
| 3Y | +110.7% | +60.8% | +49.9% | +84.1% |
| 5Y | +346.2% | +65.5% | +280.7% | +276.7% |
| All | +427.0% | +182.5% | +244.6% | +239.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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