-31.9%
MKC vs FND
-50.0%
+18.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -4.3% | -0.8% | -3.5% | -4.2% |
| 30D | -3.1% | -19.6% | +16.5% | -0.3% |
| 3M | +6.8% | -4.3% | +11.2% | +7.1% |
| 6M | -18.3% | -20.4% | +2.1% | -16.3% |
| YTD | -23.1% | -21.9% | -1.2% | -21.2% |
| 1Y | -23.7% | -45.2% | +21.5% | -18.4% |
| All | -31.9% | -50.0% | +18.1% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling