+339.0%
MCK vs FE
+49.0%
+290.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | -2.9% | -1.4% | -1.5% | -2.5% |
| 30D | +0.4% | -1.9% | +2.3% | +1.0% |
| 3M | +12.1% | -0.2% | +12.3% | +12.0% |
| 6M | -5.4% | -7.1% | +1.6% | -3.2% |
| YTD | +7.8% | +6.1% | +1.6% | +5.6% |
| 1Y | +22.9% | +10.1% | +12.9% | +19.1% |
| 3Y | +110.7% | +46.9% | +63.9% | +85.1% |
| All | +339.0% | +49.0% | +290.0% | +267.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling