+27.4%
MKC vs FDS
+64.8%
-37.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.7% | +0.8% |
| 7D | -1.5% | -14.0% | +12.5% | +2.7% |
| 30D | -3.1% | -6.2% | +3.1% | -1.5% |
| 3M | +5.2% | +10.2% | -5.0% | +1.8% |
| 6M | -12.8% | +27.4% | -40.3% | -20.1% |
| YTD | -23.3% | -9.3% | -14.0% | -22.7% |
| 1Y | -24.1% | -28.6% | +4.5% | -17.6% |
| 3Y | -32.1% | -36.8% | +4.7% | -24.2% |
| 5Y | -32.8% | -28.6% | -4.2% | -29.6% |
| All | +27.4% | +64.8% | -37.4% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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