+110.7%
MCK vs FDX
+60.5%
+50.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.9% | -3.3% | +0.3% | -2.9% |
| 30D | +0.4% | -4.5% | +4.9% | +0.4% |
| 3M | +12.1% | -7.3% | +19.4% | +12.1% |
| 6M | -5.4% | +7.5% | -13.0% | -5.6% |
| YTD | +7.8% | +35.1% | -27.3% | +7.5% |
| 1Y | +22.9% | +71.4% | -48.5% | +22.6% |
| 3Y | +110.7% | +60.8% | +49.9% | +114.3% |
| All | +110.7% | +60.5% | +50.2% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling