+547.9%
FAST vs MKC
+25.4%
+522.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.3% |
| 7D | +3.8% | -1.9% | +5.8% | +4.4% |
| 30D | +8.1% | +8.0% | +0.1% | +5.3% |
| 3M | +5.8% | -8.6% | +14.4% | +8.4% |
| 6M | +24.9% | +1.1% | +23.8% | +23.4% |
| YTD | +38.9% | -27.7% | +66.6% | +52.3% |
| 1Y | +36.5% | -23.7% | +60.2% | +46.7% |
| 3Y | +98.1% | -19.4% | +117.5% | +104.5% |
| 5Y | +109.3% | -33.3% | +142.7% | +128.1% |
| 10Y | +547.9% | +24.0% | +523.9% | +501.1% |
| All | +547.9% | +25.4% | +522.5% | +501.1% |
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