-36.0%
MKC vs FDS
-23.2%
-12.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -3.0% | +1.5% | -4.4% | -3.3% |
| 30D | +4.8% | +14.8% | -10.0% | +2.1% |
| 3M | -12.8% | +16.3% | -29.1% | -15.6% |
| 6M | +5.0% | +66.2% | -61.2% | -5.6% |
| YTD | -29.1% | +16.2% | -45.3% | -31.6% |
| 1Y | -26.4% | +21.8% | -48.2% | -30.1% |
| 3Y | -21.6% | -23.9% | +2.3% | -16.1% |
| All | -36.0% | -23.2% | -12.8% | -34.2% |
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 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