+755.5%
FN vs MKC
+24.3%
+731.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -4.1% |
| 7D | +20.8% | -7.3% | +28.1% | +21.0% |
| 30D | -17.3% | +4.0% | -21.3% | -17.7% |
| 3M | -38.1% | -11.5% | -26.7% | -37.8% |
| 6M | -44.2% | +1.1% | -45.3% | -44.8% |
| YTD | -22.3% | -29.9% | +7.6% | -19.7% |
| 1Y | -20.9% | -27.0% | +6.1% | -18.9% |
| 3Y | +111.1% | -22.3% | +133.4% | +107.7% |
| 5Y | +191.8% | -36.0% | +227.8% | +196.3% |
| All | +755.5% | +24.3% | +731.2% | +594.7% |
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