-58.8%
FICO vs MTB
+23.3%
-82.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.4% | +1.5% |
| 7D | -0.1% | -0.8% | +0.7% | +0.3% |
| 30D | +8.4% | +2.4% | +6.0% | +7.1% |
| 3M | -30.5% | -10.5% | -20.0% | -27.7% |
| 6M | -35.7% | +6.4% | -42.1% | -38.2% |
| YTD | -57.2% | +12.8% | -70.0% | -58.8% |
| All | -58.8% | +23.3% | -82.1% | -61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling