+1,968.0%
MCK vs FE
+556.9%
+1,411.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -1.9% | +0.6% | -2.6% | -2.1% |
| 30D | +2.4% | -2.1% | +4.5% | +3.0% |
| 3M | +16.1% | +2.6% | +13.5% | +15.1% |
| 6M | -3.1% | -6.8% | +3.7% | -1.1% |
| YTD | +8.7% | +6.9% | +1.8% | +6.4% |
| 1Y | +28.1% | +11.6% | +16.5% | +23.8% |
| 3Y | +114.1% | +47.7% | +66.4% | +88.7% |
| 5Y | +342.5% | +46.2% | +296.3% | +288.6% |
| 10Y | +424.1% | +109.2% | +314.9% | +303.1% |
| All | +1,968.0% | +556.9% | +1,411.1% | +1,160.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling