+347.1%
MCK vs FICO
+112.3%
+234.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.3% | -5.1% | 0.0% |
| 7D | -3.6% | -10.6% | +7.0% | -3.1% |
| 30D | +1.4% | -6.3% | +7.8% | +1.6% |
| 3M | +13.8% | -19.7% | +33.6% | +14.8% |
| 6M | -5.2% | -31.8% | +26.6% | -4.0% |
| YTD | +9.0% | -41.8% | +50.9% | +10.9% |
| 1Y | +26.9% | -36.4% | +63.3% | +28.4% |
| 3Y | +114.7% | +9.3% | +105.5% | +114.8% |
| 5Y | +347.1% | +113.0% | +234.1% | +349.0% |
| All | +347.1% | +112.3% | +234.8% | +349.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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