-22.6%
FPS vs MKC
-22.5%
-0.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +5.4% | -22.7% | -12.8% |
| 7D | -23.3% | +9.6% | -32.9% | -16.7% |
| 30D | -42.4% | +12.0% | -54.4% | -36.0% |
| 3M | -43.0% | -2.0% | -41.0% | -40.5% |
| 6M | -44.5% | +7.2% | -51.7% | -39.9% |
| All | -22.6% | -22.5% | -0.1% | -12.2% |
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