+507.7%
FAST vs MKC
+26.1%
+481.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.3% | -4.3% | +5.6% | +2.7% |
| 30D | -4.7% | -2.0% | -2.7% | -4.2% |
| 3M | +7.9% | +10.0% | -2.1% | +4.2% |
| 6M | +7.4% | -18.5% | +26.0% | +14.2% |
| YTD | +25.1% | -22.4% | +47.5% | +34.6% |
| 1Y | +4.7% | -23.6% | +28.3% | +13.0% |
| 3Y | +94.7% | -30.4% | +125.1% | +114.2% |
| 5Y | +106.8% | -34.2% | +140.9% | +129.0% |
| 10Y | +507.7% | +26.8% | +480.9% | +456.7% |
| All | +507.7% | +26.1% | +481.6% | +456.7% |
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