-33.5%
MKC vs FDS
-23.5%
-10.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.1% |
| 7D | -4.3% | -8.8% | +4.5% | -2.6% |
| 30D | -3.1% | -1.4% | -1.7% | -2.9% |
| 3M | +6.8% | +13.9% | -7.1% | +3.6% |
| 6M | -18.3% | +27.4% | -45.7% | -22.9% |
| YTD | -23.1% | -2.5% | -20.6% | -23.2% |
| 1Y | -23.7% | -23.8% | +0.1% | -18.7% |
| 3Y | -31.0% | -32.5% | +1.5% | -24.9% |
| 5Y | -33.5% | -23.2% | -10.3% | -30.0% |
| All | -33.5% | -23.5% | -10.1% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling