+2,943.0%
MCK vs FFIV
+7,795.2%
-4,852.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.9% | -3.6% | 0.0% |
| 7D | -3.6% | +3.5% | -7.0% | -3.8% |
| 30D | +1.4% | -1.3% | +2.8% | +1.5% |
| 3M | +13.8% | +2.4% | +11.4% | +13.4% |
| 6M | -5.2% | +41.8% | -47.0% | -7.9% |
| YTD | +9.0% | +58.5% | -49.5% | +4.9% |
| 1Y | +26.9% | +24.3% | +2.5% | +24.1% |
| 3Y | +114.7% | +152.0% | -37.3% | +97.9% |
| 5Y | +347.1% | +99.1% | +248.0% | +317.2% |
| 10Y | +446.4% | +242.8% | +203.6% | +386.5% |
| All | +2,943.0% | +7,795.2% | -4,852.2% | +2,148.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling