+6.9%
FPS vs MKC
-21.8%
+28.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -4.5% |
| 7D | +5.3% | -4.3% | +9.6% | +3.0% |
| 30D | -17.6% | -3.1% | -14.5% | -18.7% |
| 3M | -45.8% | +6.8% | -52.6% | -43.9% |
| 6M | -10.1% | -18.3% | +8.2% | -3.0% |
| All | +6.9% | -21.8% | +28.6% | +15.6% |
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