+22.9%
MCK vs FGI
+122.0%
-99.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.4% | -10.7% | -1.1% |
| 7D | -4.4% | +22.8% | -27.2% | -4.2% |
| 30D | -2.2% | +85.9% | -88.1% | -0.8% |
| 3M | +11.6% | +32.4% | -20.8% | +12.9% |
| 6M | -4.9% | +106.3% | -111.3% | -3.2% |
| YTD | +7.7% | +48.4% | -40.7% | +9.5% |
| All | +22.9% | +122.0% | -99.2% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling