+2,954.6%
MCK vs FTI
+2,065.8%
+888.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | -2.9% | -4.4% | +1.5% | -2.2% |
| 30D | +0.4% | +1.5% | -1.1% | +0.1% |
| 3M | +12.1% | +8.2% | +3.9% | +10.3% |
| 6M | -5.4% | +18.8% | -24.3% | -8.7% |
| YTD | +7.8% | +71.7% | -63.9% | -2.4% |
| 1Y | +22.9% | +90.0% | -67.1% | +9.2% |
| 3Y | +110.7% | +270.5% | -159.8% | +62.3% |
| 5Y | +346.2% | +1,084.5% | -738.4% | +165.9% |
| 10Y | +440.1% | +302.9% | +137.2% | +251.8% |
| All | +2,954.6% | +2,065.8% | +888.7% | +1,151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling