+27.4%
MKC vs FLR
+19.7%
+7.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.4% |
| 7D | -1.5% | -3.5% | +2.0% | -1.5% |
| 30D | -3.1% | +4.2% | -7.3% | -3.1% |
| 3M | +5.2% | +8.1% | -2.9% | +5.3% |
| 6M | -12.8% | +21.5% | -34.3% | -12.6% |
| YTD | -23.3% | +36.8% | -60.1% | -23.0% |
| 1Y | -24.1% | +31.2% | -55.3% | -23.9% |
| 3Y | -32.1% | +53.9% | -86.0% | -31.8% |
| 5Y | -32.8% | +243.0% | -275.8% | -31.8% |
| All | +27.4% | +19.7% | +7.7% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling