+576.2%
FE vs MKC
+1,373.0%
-796.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | +1.9% | -5.9% | +7.8% | +4.0% |
| 30D | -1.2% | -0.9% | -0.3% | -1.0% |
| 3M | +3.5% | +12.7% | -9.2% | -1.0% |
| 6M | -6.1% | -19.3% | +13.2% | 0.0% |
| YTD | +7.6% | -22.2% | +29.8% | +15.5% |
| 1Y | +11.9% | -23.3% | +35.3% | +20.4% |
| 3Y | +48.4% | -30.0% | +78.4% | +62.1% |
| 5Y | +44.8% | -33.8% | +78.6% | +59.1% |
| 10Y | +115.9% | +24.4% | +91.4% | +89.5% |
| All | +576.2% | +1,373.0% | -796.7% | +235.1% |
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 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