-23.3%
MKC vs FIGR
+6.3%
-29.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.8% | +0.1% |
| 7D | -4.3% | +13.5% | -17.9% | -3.5% |
| 30D | -2.0% | +33.7% | -35.7% | +0.1% |
| 3M | +10.0% | +37.3% | -27.3% | +13.0% |
| 6M | -18.5% | +25.5% | -44.1% | -16.1% |
| YTD | -22.4% | -6.3% | -16.1% | -19.8% |
| All | -23.3% | +6.3% | -29.5% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling