-4.9%
MCK vs FIS
-24.3%
+19.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.4% |
| 7D | -4.4% | -8.9% | +4.5% | -2.6% |
| 30D | -2.2% | -9.9% | +7.7% | -0.3% |
| 3M | +11.6% | 0.0% | +11.6% | +11.1% |
| 6M | -4.9% | -22.9% | +18.0% | -3.4% |
| All | -4.9% | -24.3% | +19.4% | -3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling