+13.8%
MCK vs FIS
-2.3%
+16.1%
-7.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.0% |
| 7D | -3.6% | -9.1% | +5.5% | -1.5% |
| 30D | +1.4% | -10.4% | +11.9% | +3.9% |
| 3M | +13.8% | -3.7% | +17.5% | +13.7% |
| All | +13.8% | -2.3% | +16.1% | +13.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling