+31.8%
MCK vs FRSH
-3.3%
+35.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.3% | -1.8% |
| 7D | +1.7% | -8.2% | +9.9% | +1.1% |
| 30D | +3.6% | +10.5% | -6.9% | +4.4% |
| 3M | +20.1% | +32.7% | -12.7% | +22.5% |
| 6M | -7.0% | +50.3% | -57.3% | -3.7% |
| YTD | +11.0% | +3.9% | +7.1% | +10.8% |
| 1Y | +31.8% | -2.2% | +34.0% | +32.8% |
| All | +31.8% | -3.3% | +35.2% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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