+131.3%
FTV vs MKC
+9.3%
+122.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.2% |
| 7D | +3.9% | -3.0% | +6.9% | +4.7% |
| 30D | +18.7% | +4.8% | +13.8% | +17.0% |
| 3M | +10.0% | -12.8% | +22.9% | +13.8% |
| 6M | +14.6% | +5.0% | +9.5% | +12.1% |
| YTD | +23.4% | -29.1% | +52.5% | +34.4% |
| 1Y | +31.3% | -26.4% | +57.7% | +41.3% |
| 3Y | +39.8% | -21.6% | +61.4% | +45.5% |
| 5Y | +17.7% | -35.2% | +52.9% | +27.9% |
| 10Y | +110.2% | +25.6% | +84.6% | +83.0% |
| All | +131.3% | +9.3% | +122.0% | +115.5% |
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 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