+24.5%
MKC vs FND
+58.4%
-33.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.2% |
| 7D | -4.3% | +0.4% | -4.7% | -4.4% |
| 30D | -2.0% | -23.6% | +21.6% | +1.1% |
| 3M | +10.0% | +4.3% | +5.7% | +9.1% |
| 6M | -18.5% | -20.3% | +1.8% | -16.8% |
| YTD | -22.4% | -21.3% | -1.1% | -20.9% |
| 1Y | -23.6% | -45.4% | +21.7% | -18.9% |
| 3Y | -30.4% | -48.9% | +18.4% | -27.0% |
| 5Y | -34.2% | -61.0% | +26.8% | -30.8% |
| All | +24.5% | +58.4% | -33.9% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling