+339.0%
MCK vs FN
+298.6%
+40.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.6% | +0.1% |
| 7D | -2.9% | +1.8% | -4.7% | -2.9% |
| 30D | +0.4% | -27.5% | +27.9% | +0.6% |
| 3M | +12.1% | -28.8% | +40.9% | +12.4% |
| 6M | -5.4% | -20.9% | +15.5% | -5.7% |
| YTD | +7.8% | -8.9% | +16.7% | +6.9% |
| 1Y | +22.9% | +14.5% | +8.5% | +21.6% |
| 3Y | +110.7% | +172.6% | -61.9% | +99.8% |
| All | +339.0% | +298.6% | +40.4% | +280.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling