+110.6%
MCK vs FE
+47.0%
+63.6%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -4.4% | -1.7% | -2.7% | -3.9% |
| 30D | -2.2% | -1.3% | -1.0% | -1.9% |
| 3M | +11.6% | +0.6% | +11.0% | +11.3% |
| 6M | -4.9% | -6.8% | +1.9% | -3.0% |
| YTD | +7.7% | +6.4% | +1.3% | +5.9% |
| 1Y | +25.2% | +11.3% | +14.0% | +22.0% |
| All | +110.6% | +47.0% | +63.6% | +104.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling