-23.6%
MKC vs FGI
+93.1%
-116.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.4% |
| 7D | -4.3% | +5.2% | -9.5% | -4.4% |
| 30D | -2.0% | +65.2% | -67.2% | -2.7% |
| 3M | +10.0% | +30.2% | -20.2% | +9.1% |
| 6M | -18.5% | +87.8% | -106.3% | -18.8% |
| YTD | -22.4% | +32.5% | -54.9% | -22.7% |
| 1Y | -23.6% | +93.6% | -117.2% | -24.9% |
| All | -23.6% | +93.1% | -116.7% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling