+853.3%
MKC vs FLR
+609.6%
+243.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.4% |
| 7D | -4.3% | +0.7% | -5.0% | -4.4% |
| 30D | -2.0% | -0.7% | -1.3% | -2.0% |
| 3M | +10.0% | +14.3% | -4.3% | +8.8% |
| 6M | -18.5% | +25.6% | -44.1% | -20.1% |
| YTD | -22.4% | +42.9% | -65.3% | -24.7% |
| 1Y | -23.6% | +38.7% | -62.4% | -25.9% |
| 3Y | -30.4% | +61.8% | -92.2% | -34.2% |
| 5Y | -34.2% | +254.1% | -288.3% | -41.9% |
| 10Y | +26.8% | +20.0% | +6.8% | +21.4% |
| All | +853.3% | +609.6% | +243.7% | +626.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling