+271.7%
MCK vs FGI
-69.1%
+340.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | +0.3% |
| 7D | -3.6% | +14.7% | -18.3% | -3.5% |
| 30D | +1.4% | +67.0% | -65.5% | +2.0% |
| 3M | +13.8% | +31.0% | -17.2% | +14.5% |
| 6M | -5.2% | +126.8% | -132.0% | -4.8% |
| YTD | +9.0% | +35.6% | -26.6% | +9.6% |
| 1Y | +26.9% | +108.9% | -82.0% | +27.3% |
| 3Y | +114.7% | -0.3% | +115.0% | +116.4% |
| All | +271.7% | -69.1% | +340.8% | +281.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling