+427.0%
MCK vs FIS
-39.8%
+466.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -2.9% | -7.9% | +5.0% | -1.2% |
| 30D | +0.4% | -8.0% | +8.4% | +2.1% |
| 3M | +12.1% | +0.6% | +11.5% | +11.6% |
| 6M | -5.4% | -22.2% | +16.8% | -0.7% |
| YTD | +7.8% | -40.8% | +48.6% | +19.9% |
| 1Y | +22.9% | -41.5% | +64.5% | +36.9% |
| 3Y | +110.7% | -25.5% | +136.2% | +116.6% |
| 5Y | +346.2% | -64.8% | +410.9% | +460.1% |
| All | +427.0% | -39.8% | +466.8% | +469.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling