+117.8%
FFIV vs MKC
+25.8%
+92.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.9% | -2.9% |
| 7D | -0.5% | -3.0% | +2.4% | 0.0% |
| 30D | -32.4% | +4.8% | -37.2% | -33.0% |
| 3M | -25.7% | -12.8% | -12.8% | -24.0% |
| 6M | -13.5% | +5.0% | -18.5% | -14.9% |
| YTD | +21.1% | -29.1% | +50.2% | +28.2% |
| 1Y | +29.4% | -26.4% | +55.8% | +35.7% |
| 3Y | +94.9% | -21.6% | +116.5% | +97.8% |
| 5Y | +34.7% | -35.2% | +70.0% | +42.5% |
| All | +117.8% | +25.8% | +92.0% | +102.9% |
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