+104,095.6%
FICO vs MKC
+3,376.8%
+100,718.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.0% | -15.7% | -16.4% |
| 7D | -19.2% | -5.9% | -13.3% | -18.0% |
| 30D | -14.6% | -0.9% | -13.7% | -14.3% |
| 3M | -20.1% | +12.7% | -32.8% | -22.3% |
| 6M | -36.3% | -19.3% | -17.0% | -33.0% |
| YTD | -44.9% | -22.2% | -22.7% | -41.8% |
| 1Y | -38.6% | -23.3% | -15.3% | -35.0% |
| 3Y | +4.0% | -30.0% | +34.0% | +11.2% |
| 5Y | +99.5% | -33.8% | +133.3% | +114.7% |
| 10Y | +604.7% | +24.4% | +580.2% | +560.6% |
| All | +104,095.6% | +3,376.8% | +100,718.8% | +86,826.9% |
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 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