+425.2%
FTAI vs MKC
-31.4%
+456.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.3% |
| 7D | -5.2% | -1.5% | -3.7% | -5.3% |
| 30D | -17.9% | -3.1% | -14.8% | -18.0% |
| 3M | -22.7% | +5.2% | -27.9% | -22.8% |
| 6M | -28.0% | -12.8% | -15.2% | -26.8% |
| YTD | -5.0% | -23.3% | +18.3% | -2.3% |
| 1Y | +10.4% | -24.1% | +34.5% | +13.6% |
| 3Y | +425.2% | -32.1% | +457.3% | +443.2% |
| All | +425.2% | -31.4% | +456.6% | +443.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling