-98.0%
FCUV vs MKC
-18.2%
-79.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +5.4% | -12.9% | -9.9% |
| 7D | -8.6% | +9.6% | -18.2% | -12.7% |
| 30D | -25.9% | +12.0% | -38.0% | -30.7% |
| 3M | -69.8% | -2.0% | -67.8% | -69.7% |
| 6M | -31.6% | +7.2% | -38.8% | -38.9% |
| YTD | -90.1% | -23.7% | -66.4% | -91.3% |
| 1Y | -98.0% | -18.3% | -79.7% | -98.3% |
| All | -98.0% | -18.2% | -79.8% | -98.3% |
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