+270.5%
FTI vs MKC
-31.4%
+301.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | -4.4% | -1.5% | -2.9% | -4.3% |
| 30D | +1.5% | -3.1% | +4.6% | +1.6% |
| 3M | +8.2% | +5.2% | +3.0% | +7.6% |
| 6M | +18.8% | -12.8% | +31.6% | +20.8% |
| YTD | +71.7% | -23.3% | +95.0% | +77.3% |
| 1Y | +90.0% | -24.1% | +114.2% | +96.4% |
| 3Y | +270.5% | -32.1% | +302.6% | +270.4% |
| All | +270.5% | -31.4% | +301.9% | +270.4% |
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