+339.0%
MCK vs FTV
-2.3%
+341.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | -2.9% | -4.0% | +1.0% | -2.5% |
| 30D | +0.4% | -11.0% | +11.4% | +1.6% |
| 3M | +12.1% | -8.4% | +20.5% | +13.1% |
| 6M | -5.4% | -2.6% | -2.9% | -5.2% |
| YTD | +7.8% | -0.6% | +8.4% | +7.7% |
| 1Y | +22.9% | +11.0% | +12.0% | +21.3% |
| 3Y | +110.7% | -6.3% | +117.1% | +111.1% |
| All | +339.0% | -2.3% | +341.3% | +324.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling