+125.4%
FFIV vs MKC
+25.8%
+99.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -2.9% | -7.0% | +4.1% | -1.7% |
| 30D | -32.4% | +4.1% | -36.5% | -32.9% |
| 3M | -22.7% | -10.3% | -12.4% | -21.4% |
| 6M | -10.7% | +1.7% | -12.4% | -11.6% |
| YTD | +25.4% | -29.1% | +54.5% | +32.7% |
| 1Y | +34.2% | -26.0% | +60.2% | +40.5% |
| 3Y | +101.2% | -21.5% | +122.7% | +104.1% |
| 5Y | +42.0% | -35.0% | +77.0% | +50.1% |
| All | +125.4% | +25.8% | +99.7% | +110.0% |
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