+97.0%
FCUV vs MKC
+11.0%
+86.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -65.2% | -0.3% | -64.9% | -65.1% |
| 7D | -47.9% | -4.3% | -43.6% | -47.3% |
| 30D | +13.7% | -2.0% | +15.7% | +12.4% |
| 3M | +97.0% | +10.0% | +87.0% | +35.1% |
| All | +97.0% | +11.0% | +86.0% | +35.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling