-28.9%
FICO vs MKC
-21.4%
-7.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | +2.2% | -3.0% | +5.2% | +2.9% |
| 30D | +0.1% | +4.8% | -4.7% | -1.1% |
| 3M | -35.2% | -12.8% | -22.3% | -33.3% |
| 6M | -32.4% | +5.0% | -37.4% | -32.5% |
| YTD | -57.4% | -29.1% | -28.3% | -54.7% |
| 1Y | -58.5% | -26.4% | -32.2% | -56.2% |
| 3Y | -28.9% | -21.6% | -7.2% | -22.8% |
| All | -28.9% | -21.4% | -7.4% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling