+2,625.3%
FN vs MKC
+255.3%
+2,370.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.8% | -13.4% | -14.1% |
| 7D | -16.0% | +7.0% | -22.9% | -17.1% |
| 30D | -40.1% | +11.4% | -51.5% | -41.6% |
| 3M | -43.9% | -3.7% | -40.2% | -43.8% |
| 6M | -55.6% | +5.3% | -60.9% | -56.9% |
| YTD | -35.7% | -24.4% | -11.3% | -32.2% |
| 1Y | -39.8% | -19.7% | -20.2% | -37.9% |
| 3Y | +80.3% | -16.3% | +96.5% | +75.5% |
| 5Y | +143.3% | -30.5% | +173.8% | +146.6% |
| 10Y | +682.3% | +31.3% | +651.0% | +412.6% |
| All | +2,625.3% | +255.3% | +2,370.0% | +626.5% |
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 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