+137.4%
MCK vs FN
+96.4%
+41.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.3% | +9.7% | +2.2% |
| 7D | +4.0% | +0.3% | +3.7% | +4.0% |
| 30D | +12.9% | -16.5% | +29.5% | +12.7% |
| 3M | +28.9% | -42.1% | +71.0% | +27.9% |
| 6M | +49.9% | -52.9% | +102.8% | +49.3% |
| YTD | +34.8% | -28.0% | +62.8% | +33.7% |
| 1Y | +30.8% | -18.5% | +49.3% | +30.2% |
| 3Y | +137.4% | +93.9% | +43.6% | +158.0% |
| All | +137.4% | +96.4% | +41.1% | +158.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling