+79.3%
FICO vs MDY
+36.2%
+43.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.2% | -0.4% | 0.0% |
| 7D | -0.1% | +0.7% | -0.7% | -0.8% |
| 30D | +8.4% | +1.3% | +7.1% | +6.8% |
| 3M | -30.5% | -4.1% | -26.4% | -28.1% |
| 6M | -35.7% | +1.0% | -36.7% | -36.9% |
| YTD | -57.2% | +13.3% | -70.5% | -62.4% |
| 1Y | -58.4% | +15.7% | -74.1% | -64.2% |
| 3Y | -24.8% | +59.6% | -84.4% | -53.7% |
| 5Y | +79.3% | +36.3% | +42.9% | +23.9% |
| All | +79.3% | +36.2% | +43.1% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling