+5,150.0%
FFIV vs MKC
+1,085.0%
+4,065.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.2% |
| 7D | -1.0% | -5.9% | +4.9% | +0.5% |
| 30D | -5.1% | -0.9% | -4.2% | -5.0% |
| 3M | -4.5% | +12.7% | -17.2% | -7.8% |
| 6M | +36.5% | -19.3% | +55.8% | +43.0% |
| YTD | +53.0% | -22.2% | +75.1% | +60.9% |
| 1Y | +24.2% | -23.3% | +47.6% | +30.9% |
| 3Y | +137.2% | -30.0% | +167.2% | +152.4% |
| 5Y | +91.8% | -33.8% | +125.5% | +105.1% |
| 10Y | +215.2% | +24.4% | +190.7% | +172.8% |
| All | +5,150.0% | +1,085.0% | +4,065.0% | +5,245.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling