+3,689.8%
FN vs MKC
+265.8%
+3,424.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.3% |
| 7D | -1.7% | -5.9% | +4.2% | -0.4% |
| 30D | -22.0% | -0.9% | -21.1% | -22.1% |
| 3M | -43.0% | +12.7% | -55.7% | -45.2% |
| 6M | -27.7% | -19.3% | -8.5% | -24.5% |
| YTD | -10.5% | -22.2% | +11.6% | -6.0% |
| 1Y | +12.5% | -23.3% | +35.8% | +18.1% |
| 3Y | +153.8% | -30.0% | +183.8% | +166.5% |
| 5Y | +288.0% | -33.8% | +321.8% | +306.1% |
| 10Y | +906.4% | +24.4% | +882.0% | +597.6% |
| All | +3,689.8% | +265.8% | +3,424.0% | +908.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling