-24.4%
MKC vs FIGR
+1.6%
-26.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | -1.0% |
| 7D | -2.8% | +1.0% | -3.8% | -2.7% |
| 30D | -3.4% | +31.4% | -34.7% | -1.4% |
| 3M | +3.8% | +30.3% | -26.5% | +6.2% |
| 6M | -17.9% | -7.6% | -10.3% | -17.4% |
| YTD | -23.6% | -10.5% | -13.2% | -21.3% |
| All | -24.4% | +1.6% | -26.0% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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