+339.0%
MCK vs FITB
+68.5%
+270.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | 0.0% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | +0.4% | -5.7% | +6.1% | +0.9% |
| 3M | +12.1% | +3.2% | +8.9% | +11.8% |
| 6M | -5.4% | +23.4% | -28.8% | -7.1% |
| YTD | +7.8% | +18.8% | -11.0% | +6.1% |
| 1Y | +22.9% | +25.0% | -2.0% | +20.4% |
| 3Y | +110.7% | +131.2% | -20.5% | +90.5% |
| All | +339.0% | +68.5% | +270.5% | +308.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 5y: compounded portfolio wealth divided by compounded FITB 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…
5y analysis · Full analysis span regression · 6 months rolling