+99.5%
FFIV vs MKC
-21.4%
+120.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.2% |
| 7D | -4.2% | -2.4% | -1.8% | -4.2% |
| 30D | -33.9% | +5.4% | -39.2% | -33.8% |
| 3M | -22.6% | -11.1% | -11.5% | -22.7% |
| 6M | -10.4% | -1.4% | -9.0% | -10.5% |
| YTD | +24.3% | -29.4% | +53.7% | +25.2% |
| 1Y | +31.8% | -24.7% | +56.5% | +31.9% |
| 3Y | +99.5% | -21.8% | +121.3% | +98.2% |
| All | +99.5% | -21.4% | +120.9% | +98.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling