+539.5%
FICO vs MKC
+25.5%
+514.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +4.0% | -7.0% | +11.0% | +6.8% |
| 30D | -1.5% | +4.1% | -5.6% | -3.3% |
| 3M | -29.8% | -10.3% | -19.5% | -27.0% |
| 6M | -33.3% | +1.7% | -35.0% | -33.8% |
| YTD | -56.9% | -29.1% | -27.8% | -51.4% |
| 1Y | -59.5% | -26.0% | -33.5% | -55.2% |
| 3Y | -26.9% | -21.5% | -5.4% | -23.3% |
| 5Y | +92.9% | -35.0% | +128.0% | +114.3% |
| 10Y | +539.5% | +25.6% | +513.9% | +462.3% |
| All | +539.5% | +25.5% | +514.0% | +462.3% |
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