+3,082.7%
MCK vs FLR
+579.2%
+2,503.5%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -2.9% | -3.5% | +0.6% | -2.5% |
| 30D | +0.4% | +4.2% | -3.7% | -0.2% |
| 3M | +12.1% | +8.1% | +4.0% | +10.1% |
| 6M | -5.4% | +21.5% | -27.0% | -9.3% |
| YTD | +7.8% | +36.8% | -29.0% | +1.4% |
| 1Y | +22.9% | +31.2% | -8.3% | +15.8% |
| 3Y | +110.7% | +53.9% | +56.8% | +86.0% |
| 5Y | +346.2% | +243.0% | +103.1% | +234.2% |
| 10Y | +440.1% | +18.8% | +421.3% | +342.5% |
| All | +3,082.7% | +579.2% | +2,503.5% | +1,626.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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