+110.7%
MCK vs FFIV
+155.7%
-45.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | +0.2% |
| 7D | -2.9% | +5.4% | -8.4% | -2.7% |
| 30D | +0.4% | -2.7% | +3.1% | +0.3% |
| 3M | +12.1% | +4.5% | +7.6% | +12.3% |
| 6M | -5.4% | +42.2% | -47.6% | -4.7% |
| YTD | +7.8% | +61.3% | -53.5% | +8.8% |
| 1Y | +22.9% | +23.0% | -0.1% | +23.4% |
| 3Y | +110.7% | +156.3% | -45.5% | +123.5% |
| All | +110.7% | +155.7% | -45.0% | +123.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling