-99.3%
FCUV vs MKC
-31.4%
-67.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.8% | +3.1% |
| 7D | -66.5% | -1.5% | -65.0% | -66.3% |
| 30D | +5.0% | -3.1% | +8.1% | +5.5% |
| 3M | +63.8% | +5.2% | +58.6% | +57.5% |
| 6M | -67.8% | -12.8% | -55.0% | -68.7% |
| YTD | -82.4% | -23.3% | -59.1% | -82.8% |
| 1Y | -94.7% | -24.1% | -70.6% | -94.9% |
| 3Y | -99.3% | -32.1% | -67.2% | -99.1% |
| All | -99.3% | -31.4% | -67.9% | -99.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling