+602.8%
FICO vs MTB
+173.2%
+429.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | -15.4% | +2.8% | -18.2% | -16.2% |
| 30D | -10.4% | -4.2% | -6.2% | -9.2% |
| 3M | -22.7% | +7.8% | -30.5% | -24.6% |
| 6M | -36.8% | +14.8% | -51.6% | -39.6% |
| YTD | -44.8% | +20.8% | -65.6% | -48.2% |
| 1Y | -39.3% | +23.1% | -62.4% | -43.5% |
| 3Y | +3.7% | +114.8% | -111.1% | -20.2% |
| 5Y | +101.7% | +103.3% | -1.5% | +53.8% |
| 10Y | +602.8% | +173.0% | +429.8% | +352.6% |
| All | +602.8% | +173.2% | +429.6% | +352.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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