+267.2%
MCK vs FGI
-66.2%
+333.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.4% | -10.7% | -1.2% |
| 7D | -4.4% | +22.8% | -27.2% | -4.3% |
| 30D | -2.2% | +85.9% | -88.1% | -1.6% |
| 3M | +11.6% | +32.4% | -20.8% | +12.3% |
| 6M | -4.9% | +106.3% | -111.3% | -4.5% |
| YTD | +7.7% | +48.4% | -40.7% | +8.3% |
| 1Y | +25.2% | +116.4% | -91.2% | +25.8% |
| 3Y | +112.1% | +9.2% | +103.0% | +113.8% |
| All | +267.2% | -66.2% | +333.4% | +276.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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