-29.1%
FN vs MKC
-22.0%
-7.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -3.3% | +15.0% | +9.6% |
| 7D | 0.0% | +2.3% | -2.4% | +1.9% |
| 30D | -34.3% | +8.1% | -42.4% | -30.6% |
| 3M | -39.9% | -6.4% | -33.4% | -40.4% |
| 6M | -51.8% | +1.8% | -53.6% | -50.1% |
| YTD | -28.1% | -26.9% | -1.3% | -30.2% |
| 1Y | -29.1% | -21.7% | -7.4% | -26.5% |
| All | -29.1% | -22.0% | -7.1% | -26.5% |
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