+2,102.5%
FTI vs MKC
+749.0%
+1,353.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -2.3% | -4.3% | +2.0% | -0.8% |
| 30D | +5.0% | -3.1% | +8.1% | +6.0% |
| 3M | +13.8% | +6.8% | +7.0% | +10.4% |
| 6M | +22.9% | -18.3% | +41.2% | +30.6% |
| YTD | +75.0% | -23.1% | +98.0% | +89.2% |
| 1Y | +96.9% | -23.7% | +120.6% | +112.6% |
| 3Y | +276.7% | -31.0% | +307.7% | +314.7% |
| 5Y | +1,157.0% | -33.5% | +1,190.5% | +1,267.4% |
| 10Y | +310.7% | +30.3% | +280.4% | +194.2% |
| All | +2,102.5% | +749.0% | +1,353.5% | +656.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling