+110.7%
MCK vs FTV
-5.2%
+115.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | +0.1% |
| 7D | -2.9% | -4.0% | +1.0% | -2.8% |
| 30D | +0.4% | -11.0% | +11.4% | +0.8% |
| 3M | +12.1% | -8.4% | +20.5% | +12.4% |
| 6M | -5.4% | -2.6% | -2.9% | -5.2% |
| YTD | +7.8% | -0.6% | +8.4% | +8.2% |
| 1Y | +22.9% | +11.0% | +12.0% | +23.3% |
| 3Y | +110.7% | -6.3% | +117.1% | +117.3% |
| All | +110.7% | -5.2% | +115.9% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 3y: compounded portfolio wealth divided by compounded FTV 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…
3y analysis · Full analysis span regression · 6 months rolling