+548.6%
FAST vs MKC
+25.5%
+523.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +4.3% | -7.0% | +11.3% | +6.6% |
| 30D | +8.3% | +4.1% | +4.2% | +6.7% |
| 3M | +6.5% | -10.3% | +16.8% | +9.7% |
| 6M | +29.5% | +1.7% | +27.8% | +27.6% |
| YTD | +41.3% | -29.1% | +70.4% | +55.9% |
| 1Y | +37.4% | -26.0% | +63.4% | +49.2% |
| 3Y | +98.5% | -21.5% | +120.0% | +106.6% |
| 5Y | +111.1% | -35.0% | +146.2% | +132.1% |
| 10Y | +548.6% | +25.6% | +523.0% | +489.2% |
| All | +548.6% | +25.5% | +523.0% | +489.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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