+21.6%
MCD vs FICO
+99.8%
-78.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -16.7% | +15.2% | +0.1% |
| 7D | -2.8% | -19.2% | +16.4% | -1.0% |
| 30D | -6.0% | -14.6% | +8.6% | -4.8% |
| 3M | -5.6% | -20.1% | +14.5% | -4.0% |
| 6M | -21.9% | -36.3% | +14.5% | -19.2% |
| YTD | -14.7% | -44.9% | +30.2% | -10.7% |
| 1Y | -17.3% | -38.6% | +21.4% | -14.6% |
| 3Y | -2.2% | +4.0% | -6.1% | -6.0% |
| All | +21.6% | +99.8% | -78.2% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling