+0.7%
FPS vs MKC
-22.4%
+23.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.0% | -6.2% |
| 7D | -4.6% | -2.8% | -1.8% | -6.0% |
| 30D | -22.6% | -3.4% | -19.2% | -23.7% |
| 3M | -45.1% | +3.8% | -48.9% | -43.6% |
| 6M | -17.8% | -17.9% | +0.1% | -11.6% |
| All | +0.7% | -22.4% | +23.0% | +8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling