+79.3%
FICO vs MKTX
-54.7%
+133.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -0.1% | +0.1% | -0.2% | -0.1% |
| 30D | +8.4% | +0.7% | +7.8% | +8.3% |
| 3M | -30.5% | +2.4% | -32.9% | -30.8% |
| 6M | -35.7% | +13.5% | -49.2% | -37.2% |
| YTD | -57.2% | -7.2% | -49.9% | -55.8% |
| 1Y | -58.4% | +1.0% | -59.4% | -58.0% |
| 3Y | -24.8% | -23.7% | -1.1% | -21.9% |
| 5Y | +79.3% | -54.4% | +133.7% | +109.0% |
| All | +79.3% | -54.7% | +133.9% | +109.0% |
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 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