+339.0%
MCK vs FFIV
+101.9%
+237.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | 0.0% |
| 7D | -2.9% | +5.4% | -8.4% | -3.1% |
| 30D | +0.4% | -2.7% | +3.1% | +0.5% |
| 3M | +12.1% | +4.5% | +7.6% | +11.7% |
| 6M | -5.4% | +42.2% | -47.6% | -7.5% |
| YTD | +7.8% | +61.3% | -53.5% | +4.4% |
| 1Y | +22.9% | +23.0% | -0.1% | +21.2% |
| 3Y | +110.7% | +156.3% | -45.5% | +92.0% |
| All | +339.0% | +101.9% | +237.1% | +314.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling