-24.1%
FICO vs MTB
+95.2%
-119.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -0.9% | -1.3% | +0.4% | -0.5% |
| 30D | +3.3% | +0.5% | +2.8% | +3.2% |
| 3M | -31.7% | -12.4% | -19.3% | -28.5% |
| 6M | -34.0% | +1.5% | -35.5% | -34.4% |
| YTD | -58.3% | +10.3% | -68.6% | -59.7% |
| 1Y | -57.9% | +22.2% | -80.1% | -60.7% |
| 3Y | -24.1% | +96.9% | -121.0% | -31.5% |
| All | -24.1% | +95.2% | -119.3% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling