+427.0%
MCK vs USFR
+28.1%
+398.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | -0.1% |
| 7D | -2.9% | +0.1% | -3.1% | -3.1% |
| 30D | +0.4% | +0.4% | +0.1% | -0.2% |
| 3M | +12.1% | +1.0% | +11.1% | +10.2% |
| 6M | -5.4% | +2.0% | -7.4% | -8.5% |
| YTD | +7.8% | +2.8% | +5.0% | +3.0% |
| 1Y | +22.9% | +4.1% | +18.9% | +15.0% |
| 3Y | +110.7% | +14.1% | +96.6% | +70.8% |
| 5Y | +346.2% | +20.6% | +325.6% | +232.1% |
| All | +427.0% | +28.1% | +398.9% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling