+4,166.4%
FFIV vs MKC
+974.3%
+3,192.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.5% |
| 7D | -4.2% | -2.4% | -1.8% | -3.7% |
| 30D | -33.9% | +5.4% | -39.2% | -34.8% |
| 3M | -22.6% | -11.1% | -11.5% | -20.6% |
| 6M | -10.4% | -1.4% | -9.0% | -10.8% |
| YTD | +24.3% | -29.4% | +53.7% | +33.6% |
| 1Y | +31.8% | -24.7% | +56.5% | +39.1% |
| 3Y | +99.5% | -21.8% | +121.3% | +104.7% |
| 5Y | +40.7% | -36.0% | +76.7% | +51.1% |
| 10Y | +126.9% | +24.9% | +102.0% | +94.8% |
| All | +4,166.4% | +974.3% | +3,192.0% | +4,339.3% |
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