-32.9%
MKC vs FRSH
-72.6%
+39.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -2.8% | -11.2% | +8.3% | -2.5% |
| 30D | -3.4% | -0.8% | -2.5% | -3.4% |
| 3M | +3.8% | +26.4% | -22.6% | +3.3% |
| 6M | -17.9% | +48.4% | -66.3% | -18.5% |
| YTD | -23.6% | -3.1% | -20.5% | -23.5% |
| 1Y | -23.1% | -8.7% | -14.4% | -22.9% |
| 3Y | -31.5% | -45.8% | +14.3% | -30.9% |
| All | -32.9% | -72.6% | +39.6% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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