+826.4%
FN vs MKC
+25.4%
+801.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -1.1% | +12.9% | +11.9% |
| 7D | +16.3% | -1.9% | +18.2% | +16.3% |
| 30D | -24.7% | +8.0% | -32.7% | -25.2% |
| 3M | -34.9% | -8.6% | -26.3% | -34.7% |
| 6M | -41.1% | +1.1% | -42.2% | -41.6% |
| YTD | -19.6% | -27.7% | +8.0% | -17.0% |
| 1Y | -18.5% | -23.7% | +5.2% | -16.6% |
| 3Y | +119.1% | -19.4% | +138.5% | +115.1% |
| 5Y | +206.9% | -33.3% | +240.3% | +210.5% |
| 10Y | +826.4% | +24.0% | +802.4% | +673.9% |
| All | +826.4% | +25.4% | +801.1% | +673.9% |
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