-5.0%
MCD vs FICO
-58.2%
+53.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +7.1% | -0.9% | +8.1% | +7.2% |
| 30D | +19.8% | +3.3% | +16.4% | +19.2% |
| 3M | +0.8% | -31.7% | +32.5% | +3.2% |
| 6M | -1.3% | -34.0% | +32.7% | +1.2% |
| YTD | -7.8% | -58.3% | +50.6% | -0.7% |
| 1Y | -5.0% | -57.9% | +53.0% | +1.5% |
| All | -5.0% | -58.2% | +53.2% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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