+113.2%
MCK vs FGI
-1.2%
+114.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.3% |
| 7D | -3.6% | +14.7% | -18.3% | -3.4% |
| 30D | +1.4% | +67.0% | -65.5% | +2.8% |
| 3M | +13.8% | +31.0% | -17.2% | +15.2% |
| 6M | -5.2% | +126.8% | -132.0% | -3.2% |
| YTD | +9.0% | +35.6% | -26.6% | +10.9% |
| 1Y | +26.9% | +108.9% | -82.0% | +31.0% |
| All | +113.2% | -1.2% | +114.4% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling