+242.8%
FFIV vs MKC
+26.7%
+216.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +4.0% |
| 7D | +3.5% | -4.3% | +7.8% | +4.3% |
| 30D | -1.3% | -3.1% | +1.8% | -0.9% |
| 3M | +2.4% | +6.8% | -4.4% | +0.7% |
| 6M | +41.8% | -18.3% | +60.2% | +46.8% |
| YTD | +58.5% | -23.1% | +81.6% | +65.5% |
| 1Y | +24.3% | -23.7% | +48.0% | +29.9% |
| 3Y | +152.0% | -31.0% | +183.0% | +166.6% |
| 5Y | +99.1% | -33.5% | +132.6% | +110.8% |
| 10Y | +242.8% | +30.3% | +212.5% | +220.9% |
| All | +242.8% | +26.7% | +216.1% | +220.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling