+582.7%
MCK vs FND
+56.5%
+526.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -2.9% | -5.8% | +2.8% | -2.4% |
| 30D | +0.4% | -20.2% | +20.6% | +2.6% |
| 3M | +12.1% | -12.0% | +24.1% | +13.2% |
| 6M | -5.4% | -18.5% | +13.1% | -4.1% |
| YTD | +7.8% | -22.3% | +30.0% | +9.3% |
| 1Y | +22.9% | -47.6% | +70.6% | +29.8% |
| 3Y | +110.7% | -49.8% | +160.5% | +117.3% |
| 5Y | +346.2% | -63.0% | +409.1% | +368.3% |
| All | +582.7% | +56.5% | +526.2% | +452.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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