+1,072.7%
FTI vs MKC
-33.9%
+1,106.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.8% |
| 7D | -5.6% | -2.8% | -2.8% | -5.3% |
| 30D | +0.4% | -3.4% | +3.8% | +0.7% |
| 3M | +8.1% | +3.8% | +4.3% | +7.5% |
| 6M | +16.7% | -17.9% | +34.6% | +19.6% |
| YTD | +70.0% | -23.6% | +93.6% | +75.7% |
| 1Y | +85.4% | -23.1% | +108.5% | +91.2% |
| 3Y | +265.9% | -31.5% | +297.4% | +284.3% |
| 5Y | +1,072.7% | -33.1% | +1,105.8% | +1,155.5% |
| All | +1,072.7% | -33.9% | +1,106.7% | +1,155.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling