+118.1%
FN vs MKC
-21.5%
+139.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.5% | +5.4% | +6.1% |
| 7D | +8.0% | -7.0% | +15.0% | +4.8% |
| 30D | -19.1% | +4.1% | -23.2% | -17.3% |
| 3M | -29.8% | -10.3% | -19.5% | -31.4% |
| 6M | -43.2% | +1.7% | -44.9% | -42.0% |
| YTD | -18.9% | -29.1% | +10.1% | -23.3% |
| 1Y | -17.9% | -26.0% | +8.1% | -21.4% |
| All | +118.1% | -21.5% | +139.6% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling