+1,406.1%
MCK vs FN
+3,620.5%
-2,214.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -1.7% |
| 7D | +1.7% | -1.7% | +3.4% | +1.9% |
| 30D | +3.6% | -22.0% | +25.6% | +5.3% |
| 3M | +20.1% | -43.0% | +63.1% | +24.6% |
| 6M | -7.0% | -27.7% | +20.7% | -6.4% |
| YTD | +11.0% | -10.5% | +21.5% | +9.2% |
| 1Y | +31.8% | +12.5% | +19.3% | +26.3% |
| 3Y | +123.1% | +153.8% | -30.7% | +89.0% |
| 5Y | +351.7% | +288.0% | +63.7% | +254.3% |
| 10Y | +435.4% | +906.4% | -471.0% | +267.0% |
| All | +1,406.1% | +3,620.5% | -2,214.4% | +770.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling