-80.5%
FCUV vs MKC
-23.4%
-57.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.7% | -1.0% | -12.7% | -13.2% |
| 7D | +62.8% | -5.9% | +68.7% | +67.9% |
| 30D | +66.5% | -0.9% | +67.4% | +64.3% |
| 3M | +459.9% | +12.7% | +447.2% | +392.9% |
| 6M | -12.4% | -19.3% | +6.9% | -23.8% |
| YTD | -47.5% | -22.2% | -25.4% | -54.1% |
| 1Y | -80.5% | -23.3% | -57.2% | -82.3% |
| All | -80.5% | -23.4% | -57.1% | -82.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling