+76.9%
FICO vs MKC
-32.7%
+109.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.5% |
| 7D | -0.9% | +2.3% | -3.3% | -1.7% |
| 30D | +3.3% | +8.1% | -4.8% | +1.2% |
| 3M | -31.7% | -6.4% | -25.3% | -30.6% |
| 6M | -34.0% | +1.8% | -35.8% | -34.2% |
| YTD | -58.3% | -26.9% | -31.4% | -55.2% |
| 1Y | -57.9% | -21.7% | -36.2% | -55.6% |
| 3Y | -24.1% | -18.7% | -5.3% | -21.9% |
| All | +76.9% | -32.7% | +109.6% | +86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling