+427.0%
MCK vs FIVE
+491.7%
-64.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -2.9% | -3.0% | +0.1% | -2.6% |
| 30D | +0.4% | +2.7% | -2.3% | 0.0% |
| 3M | +12.1% | +21.1% | -9.0% | +9.5% |
| 6M | -5.4% | +11.9% | -17.4% | -7.3% |
| YTD | +7.8% | +29.9% | -22.1% | +3.8% |
| 1Y | +22.9% | +67.8% | -44.9% | +14.6% |
| 3Y | +110.7% | +52.8% | +57.9% | +93.3% |
| 5Y | +346.2% | +31.3% | +314.9% | +307.0% |
| All | +427.0% | +491.7% | -64.6% | +281.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling