+31.8%
MCK vs FE
+11.4%
+20.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.2% |
| 7D | +1.7% | +1.9% | -0.2% | +0.7% |
| 30D | +3.6% | -1.2% | +4.8% | +4.2% |
| 3M | +20.1% | +3.5% | +16.6% | +17.1% |
| 6M | -7.0% | -6.1% | -1.0% | -3.0% |
| YTD | +11.0% | +7.6% | +3.4% | +4.2% |
| 1Y | +31.8% | +11.9% | +19.9% | +16.9% |
| All | +31.8% | +11.4% | +20.4% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling