+101.7%
FICO vs MKTX
-61.3%
+163.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -15.4% | +0.4% | -15.8% | -15.5% |
| 30D | -10.4% | +1.0% | -11.4% | -10.5% |
| 3M | -22.7% | +41.3% | -64.0% | -29.0% |
| 6M | -36.8% | -11.3% | -25.4% | -33.9% |
| YTD | -44.8% | -8.6% | -36.2% | -42.9% |
| 1Y | -39.3% | -11.1% | -28.3% | -36.8% |
| 3Y | +3.7% | -24.5% | +28.2% | +7.2% |
| 5Y | +101.7% | -61.4% | +163.1% | +130.7% |
| All | +101.7% | -61.3% | +163.0% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling