+191.8%
FN vs MKC
-36.0%
+227.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.0% | -4.3% |
| 7D | +20.8% | -7.3% | +28.1% | +19.0% |
| 30D | -17.3% | +4.0% | -21.3% | -16.5% |
| 3M | -38.1% | -11.5% | -26.7% | -38.8% |
| 6M | -44.2% | +1.1% | -45.3% | -44.0% |
| YTD | -22.3% | -29.9% | +7.6% | -23.1% |
| 1Y | -20.9% | -27.0% | +6.1% | -21.6% |
| 3Y | +111.1% | -22.3% | +133.4% | +103.5% |
| 5Y | +191.8% | -36.0% | +227.8% | +204.8% |
| All | +191.8% | -36.0% | +227.9% | +204.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling