+9.9%
FN vs MKC
-23.7%
+33.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +2.7% |
| 7D | -1.7% | -5.9% | +4.2% | -4.5% |
| 30D | -22.0% | -0.9% | -21.1% | -22.1% |
| 3M | -43.0% | +12.7% | -55.7% | -39.7% |
| 6M | -27.7% | -19.3% | -8.5% | -30.0% |
| YTD | -10.5% | -22.2% | +11.6% | -13.8% |
| All | +9.9% | -23.7% | +33.7% | +6.3% |
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