-28.9%
FICO vs MDY
+56.8%
-85.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +2.2% | +2.3% | 0.0% | +0.7% |
| 30D | +0.1% | +2.0% | -1.9% | -1.5% |
| 3M | -35.2% | -5.6% | -29.5% | -32.6% |
| 6M | -32.4% | +1.3% | -33.6% | -33.6% |
| YTD | -57.4% | +12.3% | -69.7% | -61.6% |
| 1Y | -58.5% | +15.8% | -74.3% | -63.6% |
| 3Y | -28.9% | +56.5% | -85.3% | -47.1% |
| All | -28.9% | +56.8% | -85.7% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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