+407.7%
MCK vs FTV
+82.6%
+325.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.6% |
| 7D | -4.4% | -5.2% | +0.8% | -3.0% |
| 30D | -2.2% | -11.5% | +9.3% | +0.9% |
| 3M | +11.6% | -9.0% | +20.6% | +14.2% |
| 6M | -4.9% | -2.0% | -2.9% | -4.8% |
| YTD | +7.7% | -0.9% | +8.6% | +7.0% |
| 1Y | +25.2% | +14.8% | +10.4% | +19.2% |
| 3Y | +112.1% | -5.5% | +117.6% | +108.9% |
| 5Y | +345.8% | -1.9% | +347.7% | +325.6% |
| 10Y | +439.7% | +78.2% | +361.5% | +418.2% |
| All | +407.7% | +82.6% | +325.1% | +388.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling