+99.1%
FFIV vs MKC
-34.7%
+133.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +3.9% |
| 7D | +3.5% | -4.3% | +7.8% | +4.0% |
| 30D | -1.3% | -3.1% | +1.8% | -1.0% |
| 3M | +2.4% | +6.8% | -4.4% | +1.2% |
| 6M | +41.8% | -18.3% | +60.2% | +45.7% |
| YTD | +58.5% | -23.1% | +81.6% | +64.0% |
| 1Y | +24.3% | -23.7% | +48.0% | +28.7% |
| 3Y | +152.0% | -31.0% | +183.0% | +165.3% |
| 5Y | +99.1% | -33.5% | +132.6% | +114.0% |
| All | +99.1% | -34.7% | +133.8% | +114.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling