+107.2%
FAST vs MKC
-33.7%
+140.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.7% | +1.0% |
| 7D | -0.4% | -5.9% | +5.5% | +1.0% |
| 30D | -0.8% | -0.9% | +0.1% | -0.7% |
| 3M | +5.8% | +12.7% | -7.0% | +2.7% |
| 6M | +8.0% | -19.3% | +27.3% | +13.3% |
| YTD | +25.6% | -22.2% | +47.8% | +32.6% |
| 1Y | +0.8% | -23.3% | +24.1% | +6.6% |
| 3Y | +86.1% | -30.0% | +116.1% | +102.3% |
| All | +107.2% | -33.7% | +140.9% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling