+629.5%
FICO vs MKTX
+5.1%
+624.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -14.1% | -0.2% | -14.0% | -14.1% |
| 30D | -7.5% | +0.8% | -8.3% | -7.7% |
| 3M | -21.3% | +41.1% | -62.4% | -31.6% |
| 6M | -25.2% | -9.5% | -15.7% | -23.8% |
| YTD | -43.2% | -8.7% | -34.5% | -42.4% |
| 1Y | -37.2% | -10.0% | -27.3% | -36.2% |
| 3Y | +6.8% | -24.6% | +31.4% | +9.3% |
| 5Y | +112.8% | -60.3% | +173.1% | +174.3% |
| All | +629.5% | +5.1% | +624.4% | +627.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling