+93.9%
FTV vs MKC
+20.0%
+73.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -4.5% | -5.9% | +1.4% | -2.9% |
| 30D | -7.1% | -0.9% | -6.2% | -6.9% |
| 3M | -7.2% | +12.7% | -19.9% | -10.6% |
| 6M | -1.5% | -19.3% | +17.8% | +4.1% |
| YTD | +3.5% | -22.2% | +25.6% | +10.2% |
| 1Y | +20.3% | -23.3% | +43.7% | +28.5% |
| 3Y | -3.1% | -30.0% | +26.9% | +5.3% |
| 5Y | +2.3% | -33.8% | +36.1% | +11.4% |
| 10Y | +76.3% | +24.4% | +51.9% | +54.9% |
| All | +93.9% | +20.0% | +73.9% | +76.7% |
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