-43.3%
MKC vs FGI
-74.8%
+31.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -25.2% | +26.4% | +1.4% |
| 7D | -3.0% | -14.4% | +11.4% | -2.9% |
| 30D | +4.8% | -11.8% | +16.6% | +4.9% |
| 3M | -12.8% | -46.2% | +33.4% | -12.5% |
| 6M | +5.0% | +5.2% | -0.2% | +4.0% |
| YTD | -29.1% | +10.5% | -39.6% | -29.9% |
| 1Y | -26.4% | +25.5% | -51.9% | -27.6% |
| 3Y | -21.6% | -16.0% | -5.6% | -23.9% |
| All | -43.3% | -74.8% | +31.5% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling