+2,832.6%
MCK vs FIS
+336.3%
+2,496.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.5% |
| 7D | -4.4% | -8.9% | +4.5% | -1.9% |
| 30D | -2.2% | -9.9% | +7.7% | +0.5% |
| 3M | +11.6% | 0.0% | +11.6% | +11.1% |
| 6M | -4.9% | -22.9% | +18.0% | +1.4% |
| YTD | +7.7% | -40.9% | +48.6% | +23.4% |
| 1Y | +25.2% | -40.4% | +65.6% | +42.9% |
| 3Y | +112.1% | -25.4% | +137.5% | +120.8% |
| 5Y | +345.8% | -64.8% | +410.7% | +456.5% |
| 10Y | +439.7% | -40.2% | +479.9% | +453.0% |
| All | +2,832.6% | +336.3% | +2,496.2% | +1,450.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling