+531.6%
FICO vs MKC
+25.4%
+506.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.8% | +3.1% |
| 7D | -0.1% | -1.9% | +1.9% | +0.5% |
| 30D | +8.4% | +8.0% | +0.4% | +5.1% |
| 3M | -30.5% | -8.6% | -21.9% | -28.2% |
| 6M | -35.7% | +1.1% | -36.8% | -36.1% |
| YTD | -57.2% | -27.7% | -29.5% | -52.1% |
| 1Y | -58.4% | -23.7% | -34.7% | -54.5% |
| 3Y | -24.8% | -19.4% | -5.4% | -21.9% |
| 5Y | +79.3% | -33.3% | +112.6% | +97.0% |
| 10Y | +531.6% | +24.0% | +507.6% | +462.8% |
| All | +531.6% | +25.4% | +506.3% | +462.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling