+426.6%
MCK vs FN
+927.1%
-500.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -1.0% |
| 7D | -4.4% | +2.3% | -6.7% | -4.6% |
| 30D | -2.2% | -23.2% | +21.0% | -0.6% |
| 3M | +11.6% | -30.4% | +41.9% | +13.7% |
| 6M | -4.9% | -25.6% | +20.7% | -4.7% |
| YTD | +7.7% | -11.3% | +19.0% | +5.7% |
| 1Y | +25.2% | +8.4% | +16.8% | +20.0% |
| 3Y | +112.1% | +166.2% | -54.1% | +74.6% |
| 5Y | +345.8% | +290.3% | +55.5% | +231.5% |
| All | +426.6% | +927.1% | -500.4% | +227.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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