-80.8%
FIG vs MKC
-25.3%
-55.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | -12.2% | -2.8% | -9.4% | -12.3% |
| 30D | -11.0% | -3.4% | -7.6% | -11.1% |
| 3M | +11.9% | +3.8% | +8.1% | +13.0% |
| 6M | -21.9% | -17.9% | -4.0% | -28.8% |
| YTD | -40.8% | -23.6% | -17.1% | -48.0% |
| 1Y | -56.6% | -23.1% | -33.6% | -60.5% |
| All | -80.8% | -25.3% | -55.5% | -82.5% |
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