-80.9%
FIG vs MKC
-24.8%
-56.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.4% | -3.3% |
| 7D | -14.5% | -4.3% | -10.1% | -14.6% |
| 30D | -13.3% | -3.1% | -10.2% | -13.4% |
| 3M | +7.4% | +6.8% | +0.6% | +9.6% |
| 6M | -27.8% | -18.3% | -9.4% | -34.6% |
| YTD | -41.1% | -23.1% | -18.1% | -48.3% |
| 1Y | -58.7% | -23.7% | -35.0% | -62.2% |
| All | -80.9% | -24.8% | -56.2% | -82.6% |
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