+22.9%
MCK vs FIGR
-3.1%
+26.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | -0.1% |
| 7D | -2.9% | -3.0% | +0.1% | -3.0% |
| 30D | +0.4% | +13.7% | -13.2% | +1.3% |
| 3M | +12.1% | +23.9% | -11.8% | +13.8% |
| 6M | -5.4% | -8.4% | +3.0% | -5.1% |
| YTD | +7.8% | -14.6% | +22.4% | +8.9% |
| 1Y | +22.9% | +12.1% | +10.9% | +29.2% |
| All | +22.9% | -3.1% | +26.1% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 all: compounded portfolio wealth divided by compounded FIGR 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…
all analysis · Full analysis span regression · 6 months rolling