+78,645.2%
FICO vs MKC
+3,165.5%
+75,479.7%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.4% |
| 7D | -0.9% | +2.3% | -3.3% | -1.6% |
| 30D | +3.3% | +8.1% | -4.8% | +1.3% |
| 3M | -31.7% | -6.4% | -25.3% | -30.7% |
| 6M | -34.0% | +1.8% | -35.8% | -34.3% |
| YTD | -58.3% | -26.9% | -31.4% | -55.4% |
| 1Y | -57.9% | -21.7% | -36.2% | -55.7% |
| 3Y | -24.1% | -18.7% | -5.3% | -21.7% |
| 5Y | +85.3% | -32.8% | +118.1% | +98.4% |
| 10Y | +520.3% | +27.0% | +493.3% | +480.1% |
| All | +78,645.2% | +3,165.5% | +75,479.7% | +66,506.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling