+743.6%
FN vs MKC
+25.9%
+717.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.3% | +15.0% | +11.8% |
| 7D | 0.0% | +2.3% | -2.4% | -0.2% |
| 30D | -34.3% | +8.1% | -42.4% | -34.7% |
| 3M | -39.9% | -6.4% | -33.4% | -39.7% |
| 6M | -51.8% | +1.8% | -53.6% | -52.2% |
| YTD | -28.1% | -26.9% | -1.3% | -25.8% |
| 1Y | -29.1% | -21.7% | -7.4% | -27.6% |
| 3Y | +102.4% | -18.7% | +121.2% | +98.8% |
| 5Y | +171.7% | -32.8% | +204.5% | +175.0% |
| All | +743.6% | +25.9% | +717.6% | +599.8% |
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