+49.9%
MCK vs FN
-49.7%
+99.6%
-7.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.3% | +9.7% | +1.7% |
| 7D | +4.0% | +0.3% | +3.7% | +4.1% |
| 30D | +12.9% | -16.5% | +29.5% | +11.6% |
| 3M | +28.9% | -42.1% | +71.0% | +23.3% |
| 6M | +49.9% | -52.9% | +102.8% | +44.9% |
| All | +49.9% | -49.7% | +99.6% | +44.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling