+3,173.9%
FICO vs MKTX
+1,442.6%
+1,731.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | +5.7% | -0.2% | +5.9% | +5.8% |
| 30D | -5.6% | +0.7% | -6.4% | -5.8% |
| 3M | -16.9% | +40.8% | -57.7% | -27.6% |
| 6M | -15.4% | -8.0% | -7.4% | -15.9% |
| YTD | -41.7% | -8.7% | -33.0% | -41.9% |
| 1Y | -38.3% | -11.8% | -26.4% | -38.0% |
| 3Y | +8.9% | -24.0% | +32.9% | +9.9% |
| 5Y | +118.3% | -60.3% | +178.6% | +165.1% |
| 10Y | +667.1% | +5.0% | +662.2% | +573.0% |
| All | +3,173.9% | +1,442.6% | +1,731.3% | +985.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling