+76.5%
FTV vs MKC
+29.9%
+46.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -4.0% | -1.5% | -2.5% | -3.6% |
| 30D | -11.0% | -3.1% | -7.9% | -10.3% |
| 3M | -8.4% | +5.2% | -13.6% | -10.0% |
| 6M | -2.6% | -12.8% | +10.3% | +0.7% |
| YTD | -0.6% | -23.3% | +22.7% | +6.2% |
| 1Y | +11.0% | -24.1% | +35.1% | +18.8% |
| 3Y | -6.3% | -32.1% | +25.8% | +2.7% |
| 5Y | -1.5% | -32.8% | +31.3% | +6.5% |
| All | +76.5% | +29.9% | +46.7% | +55.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling