+19.5%
MCK vs FRMI
-79.9%
+99.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -8.2% | +11.5% | +3.1% |
| 7D | +0.3% | -1.4% | +1.7% | +0.3% |
| 30D | +4.9% | -21.1% | +26.0% | +4.3% |
| 3M | +16.3% | -29.3% | +45.6% | +15.6% |
| 6M | -3.0% | -36.6% | +33.6% | -3.3% |
| YTD | +11.4% | -36.9% | +48.3% | +11.5% |
| All | +19.5% | -79.9% | +99.4% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling