+602.8%
FICO vs MKC
+26.1%
+576.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.5% | +0.2% |
| 7D | -15.4% | -4.3% | -11.1% | -13.9% |
| 30D | -10.4% | -2.0% | -8.4% | -9.6% |
| 3M | -22.7% | +10.0% | -32.7% | -25.4% |
| 6M | -36.8% | -18.5% | -18.2% | -31.7% |
| YTD | -44.8% | -22.4% | -22.4% | -39.7% |
| 1Y | -39.3% | -23.6% | -15.7% | -33.4% |
| 3Y | +3.7% | -30.4% | +34.2% | +16.1% |
| 5Y | +101.7% | -34.2% | +135.9% | +126.0% |
| 10Y | +602.8% | +26.8% | +575.9% | +513.9% |
| All | +602.8% | +26.1% | +576.7% | +513.9% |
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