+339.0%
MCK vs FTI
+1,066.8%
-727.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -2.9% | -4.4% | +1.5% | -2.6% |
| 30D | +0.4% | +1.5% | -1.1% | +0.3% |
| 3M | +12.1% | +8.2% | +3.9% | +11.3% |
| 6M | -5.4% | +18.8% | -24.3% | -7.0% |
| YTD | +7.8% | +71.7% | -63.9% | +2.8% |
| 1Y | +22.9% | +90.0% | -67.1% | +16.2% |
| 3Y | +110.7% | +270.5% | -159.8% | +85.7% |
| All | +339.0% | +1,066.8% | -727.8% | +227.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 5y: compounded portfolio wealth divided by compounded FTI 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…
5y analysis · Full analysis span regression · 6 months rolling