-21.6%
MKC vs FND
-39.5%
+17.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.5% |
| 7D | -3.0% | -6.8% | +3.9% | -2.0% |
| 30D | +4.8% | +8.0% | -3.2% | +3.7% |
| 3M | -12.8% | -18.9% | +6.1% | -10.7% |
| 6M | +5.0% | +4.7% | +0.3% | +3.9% |
| YTD | -29.1% | -21.6% | -7.5% | -27.6% |
| 1Y | -26.4% | -22.0% | -4.4% | -24.9% |
| 3Y | -21.6% | -40.4% | +18.8% | -23.6% |
| All | -21.6% | -39.5% | +17.9% | -23.6% |
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