+6,923.6%
MCK vs FITB
+1,156.5%
+5,767.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 3M | +12.1% | +3.2% | +8.9% | +11.5% |
| 6M | -5.4% | +23.4% | -28.8% | -8.8% |
| YTD | +7.8% | +18.8% | -11.0% | +4.5% |
| 1Y | +22.9% | +25.0% | -2.0% | +18.0% |
| 3Y | +110.7% | +131.2% | -20.5% | +79.8% |
| 5Y | +346.2% | +70.7% | +275.5% | +293.4% |
| 10Y | +440.1% | +289.4% | +150.7% | +302.4% |
| All | +6,923.6% | +1,156.5% | +5,767.1% | +4,005.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling