+427.0%
MCK vs FFIV
+249.4%
+177.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -0.5% |
| 7D | -2.9% | +5.4% | -8.4% | -3.7% |
| 30D | +0.4% | -2.7% | +3.1% | +0.7% |
| 3M | +12.1% | +4.5% | +7.6% | +10.8% |
| 6M | -5.4% | +42.2% | -47.6% | -11.8% |
| YTD | +7.8% | +61.3% | -53.5% | -2.0% |
| 1Y | +22.9% | +23.0% | -0.1% | +17.2% |
| 3Y | +110.7% | +156.3% | -45.5% | +68.1% |
| 5Y | +346.2% | +102.9% | +243.3% | +271.2% |
| All | +427.0% | +249.4% | +177.7% | +272.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling