+545.7%
FICO vs MTB
+122.1%
+423.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.3% |
| 7D | +0.9% | -0.7% | +1.5% | +1.1% |
| 30D | +9.4% | +1.4% | +8.0% | +9.0% |
| 3M | -30.4% | -11.6% | -18.8% | -27.5% |
| 6M | -35.1% | +5.4% | -40.5% | -36.2% |
| YTD | -56.8% | +11.7% | -68.5% | -58.3% |
| 1Y | -58.4% | +20.5% | -78.9% | -60.9% |
| 3Y | -26.7% | +104.5% | -131.2% | -42.5% |
| 5Y | +88.0% | +65.1% | +22.9% | +54.1% |
| 10Y | +545.7% | +119.5% | +426.2% | +378.3% |
| All | +545.7% | +122.1% | +423.6% | +378.3% |
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