+30.8%
FTV vs MKC
-18.8%
+49.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.4% | -4.2% |
| 7D | -0.6% | +7.0% | -7.6% | -1.0% |
| 30D | +13.0% | +11.4% | +1.6% | +12.3% |
| 3M | +6.8% | -3.7% | +10.5% | +6.8% |
| 6M | +8.0% | +5.3% | +2.7% | +8.0% |
| YTD | +18.9% | -24.4% | +43.3% | +25.0% |
| 1Y | +30.8% | -19.7% | +50.5% | +34.5% |
| All | +30.8% | -18.8% | +49.6% | +34.5% |
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 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