-36.4%
FICO vs MKTX
-11.2%
-25.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.4% | +5.3% |
| 7D | -10.6% | +0.3% | -10.8% | -10.5% |
| 30D | -6.3% | +1.0% | -7.3% | -6.2% |
| 3M | -19.7% | +40.8% | -60.6% | -18.5% |
| 6M | -31.8% | -10.9% | -20.9% | -17.8% |
| YTD | -41.8% | -8.6% | -33.3% | -30.6% |
| 1Y | -36.4% | -11.6% | -24.9% | -19.0% |
| All | -36.4% | -11.2% | -25.2% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling