+3.1%
FICO vs MKC
-30.0%
+33.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.5% |
| 7D | -19.2% | -5.9% | -13.3% | -18.2% |
| 30D | -14.6% | -0.9% | -13.7% | -14.3% |
| 3M | -20.1% | +12.7% | -32.8% | -21.3% |
| 6M | -36.3% | -19.3% | -17.0% | -34.0% |
| YTD | -44.9% | -22.2% | -22.7% | -42.6% |
| 1Y | -38.6% | -23.3% | -15.3% | -36.1% |
| All | +3.1% | -30.0% | +33.1% | +14.7% |
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