-21.7%
MKC vs FGI
+46.9%
-68.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.3% |
| 7D | +2.3% | -7.0% | +9.3% | +2.4% |
| 30D | +8.1% | -4.2% | +12.3% | +8.1% |
| 3M | -6.4% | +55.6% | -62.0% | -7.0% |
| 6M | +1.8% | -3.2% | +4.9% | +0.5% |
| YTD | -26.9% | +29.1% | -56.0% | -25.7% |
| 1Y | -21.7% | +51.0% | -72.7% | -20.5% |
| All | -21.7% | +46.9% | -68.6% | -20.5% |
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