+923.4%
MCK vs FIVE
+875.3%
+48.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.2% |
| 7D | -1.9% | +3.7% | -5.6% | -2.3% |
| 30D | +2.4% | +4.0% | -1.6% | +1.8% |
| 3M | +16.1% | +36.2% | -20.1% | +12.1% |
| 6M | -3.1% | +18.0% | -21.1% | -5.4% |
| YTD | +8.7% | +34.9% | -26.2% | +4.5% |
| 1Y | +28.1% | +67.9% | -39.8% | +19.8% |
| 3Y | +114.1% | +57.3% | +56.8% | +96.1% |
| 5Y | +342.5% | +39.5% | +303.0% | +301.0% |
| 10Y | +424.1% | +496.4% | -72.3% | +275.0% |
| All | +923.4% | +875.3% | +48.1% | +608.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling