-95.9%
FCUV vs MKC
+78.6%
-174.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.8% | -6.2% | -6.6% |
| 7D | -63.8% | -4.3% | -59.4% | -62.9% |
| 30D | -14.7% | -3.1% | -11.6% | -13.7% |
| 3M | +65.3% | +6.8% | +58.5% | +58.6% |
| 6M | -68.5% | -18.3% | -50.2% | -65.9% |
| YTD | -83.0% | -23.1% | -60.0% | -81.4% |
| 1Y | -94.4% | -23.7% | -70.7% | -93.9% |
| 3Y | -99.3% | -31.0% | -68.3% | -99.2% |
| 5Y | -99.9% | -33.5% | -66.3% | -99.8% |
| 10Y | -98.6% | +30.3% | -128.9% | -99.7% |
| All | -95.9% | +78.6% | -174.5% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling