-25.7%
FN vs MKC
-18.2%
-7.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +5.4% | -11.4% | -2.7% |
| 7D | -7.0% | +9.6% | -16.6% | -1.4% |
| 30D | -24.7% | +12.0% | -36.7% | -18.9% |
| 3M | -35.7% | -2.0% | -33.7% | -34.5% |
| 6M | -52.4% | +7.2% | -59.6% | -49.4% |
| YTD | -25.0% | -23.7% | -1.2% | -24.5% |
| 1Y | -25.7% | -18.3% | -7.4% | -21.5% |
| All | -25.7% | -18.2% | -7.4% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling